10000000
33000000
6000000
494000000
33000000
97000000
165000000
62000000
53000000
50000000
34000000
155000000
187000000
340000000
535000000
11000000
10000000
6000000
5000000
27000000
96000000
200000000
91000000
24000000
66000000
31000000
116000000
5000000
155000000
10000000
66000000
107000000
36000000
280000000
18045000000
106000000
45206000000
392000000
236000000
193000000
24000000
368000000
6691000000
5380000000
341000000
498000000
106000000
167000000
979000000
9357000000
2438000000
8521000000
1963000000
28000000
1421000000
22000000
3000000
19000000
31000000
9000000
26000000
853000000
38000000
9000000
29000000
98000000
60000000
2016000000
162000000
162000000
162000000
1543000000
91000000
91000000
91000000
4721000000
573000000
10327000000
12000000
6792000000
6000000
2000000
4000000
30000000
24000000
12000000
10023000000
48000000
5000000
43000000
55000000
7000000
15621000000
28000000
6937000000
25000000
5000000
20000000
31000000
6000000
107000000
78000000
29000000
115000000
5000000
236000000
10000000
57000000
94000000
60000000
134000000
45297000000
362000000
263000000
302000000
333000000
34000000
328000000
313000000
467000000
285000000
9000000
294000000
105000000
155000000
29000000
1566000000
23000000
6000000
17000000
33000000
10000000
30000000
62000000
752000000
42000000
16000000
26000000
103000000
61000000
31000000
1773000000
153000000
153000000
153000000
177000000
1505000000
56000000
56000000
56000000
2750000000
599000000
13462000000
3000000
4832000000
18000000
18000000
39000000
21000000
3000000
9000000
10173000000
49000000
5000000
44000000
57000000
8000000
16811000000
31000000
7885000000
21000000
7000000
14000000
26000000
5000000
35000000
16000000
5000000
11000000
51000000
51000000
9000000
138000000
302000000
42000000
73000000
60000000
22000000
0.00025
1168606959
17984000000
837000000
29140000000
4079000000
4299000000
7147000000
299000000
36218000000
506000000
20444000000
488000000
435000000
1095000000
390000000
13000000
138000000
89000000
36999000000
276000000
3500000000
45751000000
238000000
46000000
83671325
19000000
138000000
138000000
339000000
139000000
158000000
52
2117000000
4046000000
45889000000
6745000000
302805000000
323000000
384000000
300000000
23370000000
100000000
191000000
711000000
14153000000
339944000000
234000000
35000000
28000000
262000000
28000000
14000000
0.01
43000000
339944000000
16000000
95148000000
311000000
35000000
1942000000
4991000000
1252278284
125000000
4154000000
4882000000
35182000000
2909000000
33000000
-471000000
281000000
290000000
5212000000
267000000
335000000
29307000000
1085000000
13000000
140000000
1171000000
0.01
28582000000
2404000000
683000000
8893000000
10501
1036000000
456000000
22395000000
16000000
23429000000
4000000
269000000
3000000
3
4200000000
117000000
7286000000
71000000
416000000
750000000
688000000
2767000000
8400000000
20800000000
250000000
2500000000
101146000000
3382000000
487000000
104041000000
4851000000
3021000000
7872000000
1293000000
318000000
240000000
267000000000
430000000
5000000
274000000
117000000
2
2
P90D
P1D
0.99
1.02
10000000
10000000
10000000
1000000
10000000
P10Y
15042000000
15000000000
15906000000
1013000000
5000000
15000000000
P30Y
P5Y
10409000000
10409000000
22000000
366000000
5249000000
5000000000
5614000000
1000000
438000000
5200000000
P30Y
930000000
1168000000
2721000000
345000000
9190000000
18955000000
116830000000
7754000000
810000000
1123000000
0.55
0.95
0.97
0.08
0.83
0.92
0.81
0.14
0.03
0.05
1.00
1.00
1.00
1.00
0.98
1.00
0.33
0.20
0.19
0.10
0.02
0.04
0.01
0.93
1.00
0.77
0.16
1.00
0.77
0.01
0.05
0.05
0.02
1.00
1.00
1.00
0.98
1.00
1.00
0.39
0.04
0.03
0.92
0.17
0.08
0.18
0.20
0.07
0.10
0.02
0.40
0.41
0.25
0.10
0.02
0.02
0.07
0.20
1.00
1.00
0.09
0.16
0.01
0.03
0.01
0.02
0.06
0.01
0.01
1.00
0.26
0.15
0.18
0.05
0.06
0.03
0.24
0.06
0.01
0.13
0.02
0.03
0.32
0.03
0.01
0.23
0.01
0.36
0.10
0.40
0.75
0.67
0.55
0.67
0.33
1.00
0.53
1.00
0.56
1.00
0.90
0.95
0.85
1.00
0.97
0.52
0.91
0.04
0.97
0.69
1.00
0.98
0.59
1.00
0.88
729000000
645000000
348000000
24000000
933000000
253000000
2932000000
-23370000000
-22395000000
-23370000000
-22395000000
-22395000000
-23370000000
-22395000000
-23370000000
118000000
300000000
290000000
300000000
128000000
0.01
44000000
20000000
68000000
38000000
30000000
232000000
29000000
1000000
232000000
29000000
68000000
38000000
44000000
1000000
300000000
44000000
68000000
50000000
300000000
290000000
0.01
4168000000
4236000000
27940000000
3870000000
366000000
53000000
0.20
0.10
1608000000
130000000
77000000
114000000
27000000
19565000000
2820000000
2787000000
41000000
1896000000
167000000
582000000
415000000
2897000000
973000000
23137000000
3031000000
1137000000
4236000000
27358000000
0.21
0.14
345000000
28274000000
36814000000
111970000000
25979000000
444000000
942000000
0.80
0.89
435000000
1863000000
1086000000
24720000000
23964000000
3241000000
328000000
218000000
6097000000
85000000
130000000
2339000000
9776000000
1189000000
760000000
284000000
2012000000
1892000000
35074000000
2751000000
1063000000
125000000
1980000000
10654000000
10046000000
10787000000
10018000000
28000000
133000000
25133000000
846000000
71967000000
24312000000
3962000000
26768000000
101183000000
0.79
0.85
1000000
101000000
333000000
435000000
1608000000
1863000000
1086000000
3241000000
27000000
6141000000
19565000000
2339000000
1258000000
4884000000
2015000000
1605000000
55000000
9817000000
1189000000
109000000
224000000
352000000
75000000
760000000
108000000
62000000
114000000
284000000
636000000
221000000
1155000000
2012000000
1892000000
35074000000
2751000000
81000000
10000000
1706000000
151000000
126000000
22000000
960000000
64000000
3120000000
408000000
32000000
623000000
1063000000
36000000
89000000
125000000
929000000
764000000
351000000
987000000
845000000
3876000000
10821000000
10046000000
11369000000
10018000000
28000000
548000000
5935000000
1819000000
95148000000
4041000000
5149000000
8909000000
105461000000
293000000
216000000
77000000
35000000
35000000
28000000
258000000
181000000
77000000
50000000
849000000
10821000000
10046000000
11369000000
10018000000
781000000
28000000
548000000
153000000
9190000000
17984000000
545000000
45550000000
12450000000
6590000000
20444000000
8702000000
95148000000
345000000
1139000000
339000000
13675000000
40578000000
7754000000
45889000000
292759000000
328575000000
78790000000
222949000000
19516000000
7408000000
5753000000
1278000000
810000000
4882000000
99316000000
8893000000
44843000000
1123000000
1690000000
4991000000
117000000
73118000000
103850000000
9434000000
2254000000
8500000000
1779000000
2000000
27000000
2000000
25000000
25000000
25000000
7000000
92000000
530000000
4000000
99000000
435000000
26000000
391000000
417000000
0.62
0.72
1608000000
1608000000
2000000
1786000000
79000000
2000000
1863000000
153000000
153000000
50000000
75000000
1086000000
961000000
0.0165
0.0126
0.0163
0.0206
1055000000
31000000
1086000000
2000000
26000000
2000000
24000000
24000000
24000000
58000000
3138000000
161000000
58000000
3241000000
379000000
379000000
24000000
3000000
27000000
138000000
2687000000
25000000
43000000
6141000000
539000000
2777000000
69000000
1000000
0.0247
0.0654
0.0667
0.0665
0.0666
0.0116
0.0167
0.0307
0.0394
67000000
2000000
69000000
4000000
29000000
6044000000
130000000
33000000
6141000000
389000000
170000000
559000000
174000000
1636000000
365000000
711000000
19565000000
3514000000
14241000000
1076000000
0.0138
0.0149
0.0265
0.0189
0.0074
0.0077
0.0306
0.0312
1012000000
64000000
1076000000
19012000000
553000000
19565000000
2000000
11830000000
328000000
2000000
12156000000
2423000000
5000000
2428000000
2000000
13000000
1200000000
4000000
15000000
1189000000
367000000
346000000
713000000
1000000
103000000
1000000
1000000
103000000
59000000
59000000
22000000
774000000
8000000
22000000
760000000
320000000
320000000
0.24
0.43
0.44
0.57
9000000
118000000
8000000
9000000
117000000
25000000
25000000
13000000
4000000
261000000
40000000
17000000
284000000
26000000
45000000
71000000
1000000
5000000
1625000000
393000000
6000000
2012000000
29000000
62000000
91000000
1000000
1000000
1879000000
15000000
2000000
1892000000
541000000
8000000
549000000
6228000000
160000000
6388000000
7000000
34070000000
1011000000
7000000
35074000000
830000000
108000000
938000000
70000000
1118000000
40000000
70000000
1088000000
354000000
354000000
31000000
107000000
2850000000
39000000
138000000
2751000000
39000000
679000000
718000000
3000000
3000000
1000000
1000000
885000000
180000000
2000000
1063000000
28000000
21000000
49000000
113000000
12000000
125000000
3760000000
116000000
3876000000
3717000000
2749000000
17895000000
101000000
11328000000
3000000
3000000
0.0152
0.0024
0.0024
0.0109
0.0132
0.0273
0.0691
50461000000
7745000000
0.0269
0.0294
7745000000
45745000000
0.0287
0.0294
3081000000
0.0142
1635000000
9800000000
810000000
1171000000
20301000000
443000000
1019000000
15786000000
367000000
152000000
28330000000
27411000000
176000000
860735000000
24952000000
24123000000
11003000000
473000000
370000000
407843000000
2905000000
2918000000
1700000000
1700000000
200000000
5400000000
5600000000
400000000
5400000000
5800000000
3200000000
2100000000
5300000000
200000000
4400000000
4600000000
6300000000
2100000000
8400000000
1100000000
3600000000
4700000000
200000000
1300000000
1500000000
100000000
1600000000
1700000000
500000000
5000000000
5500000000
2000000
28000000
1652000000
2000000
26000000
27000000
1717000000
5000000
5000000
21000000
26000000
35000000
9000000
7000000
15000000
1680000000
8000000
29000000
37000000
1264000000
453000000
60000000
727000000
32000000
65000000
1153000000
12000000
12000000
20000000
60000000
1200000000
98000000
17400000000
18600000000
66000000
787000000
29000000
366000000
812000000
341000000
1701000000
3000000
141000000
141000000
13
141000000
49000000
63000000
48
1701000000
5000000
9000000
14000000
14000000
166000000
0.25
521000000
0.76
1444000000
55000000
55000000
1198000000
55000000
1444000000
1033000000
5857000000
2070000000
685000000
3787000000
1.00
13036000000
2000000
3000000
4439000000
8000000
11000000
1000000
11048000000
11000000
1000000
11000000000
37000000
15200000000
26200000000
26000000
4442000000
3000000
6606000000
9756000000
1292000000
9000000
11820000000
45000000
17000000
4000000
4000000
41000000
9000000
55000000
10000000
15791000000
1000000
1000000
2000000
1000000
4124000000
124000000
3967000000
0.01
0.63
9000000
38000000
8177000000
9000000
28000000
29000000
8215000000
7000000
7000000
21000000
29000000
33000000
5000000
33000000
60000000
4
8215000000
22000000
5000000
2000000
2000000
33000000
10400000000
0.01
0.01
1000000
1000000
150000000
5200000000
2000000
1036000000
-471000000
13000000
-1942000000
14153000000
23429000000
140000000
781000000
14000000
3000000
11000000
42000000
42000000
443000000000
224000000000
214000000000
408000000000
8000000000
8000000000
7745000000
45745000000
3081000000
1635000000
6067000000
1076000000
4991000000
5753000000
2621000000
144017000000
20453000000
12450000000
13675000000
40612000000
78790000000
171636000000
7817000000
43239000000
1097000000
73118000000
272006000000
89000000
138000000
34060000000
35000000
14000000
11829000000
9000000
16000000
10821000000
10046000000
11369000000
10018000000
781000000
28000000
548000000
84000000
8702000000
275000000
84000000
8893000000
487000000
487000000
18000000
102000000
71000000
332000000
92444000000
3107000000
403000000
95148000000
4851000000
2534000000
7385000000
97000000
97000000
28000000
116000000
462000000
492000000
462000000
492000000
900000000
281000000
29459000000
465000000
6675000000
917000000
259416000000
10821000000
10508000000
11861000000
10018000000
781000000
490000000
548000000
492000000
100000
5001
500000000
100000
5500
536000000
5753000000
2621000000
144159000000
19516000000
12450000000
13675000000
40578000000
78790000000
177312000000
8702000000
43073000000
6088000000
73118000000
271211000000
5753000000
2621000000
144017000000
20453000000
12450000000
13675000000
40612000000
78790000000
177703000000
8893000000
43239000000
6088000000
73118000000
272006000000
27000000
105000000
132000000
787000000
1328000000
2115000000
1320000000
1320000000
1380000000
971000000
2351000000
1368000000
1368000000
128000000
300000000
44000000
68000000
50000000
2194000000
2404000000
4598000000
2688000000
2688000000
312000000
139000000
102000000
37000000
18042000000
179000000
182000000
3675000000
5696000000
338000000
571000000
168000000
991000000
9359000000
2592000000
8515000000
2113000000
40000000
93000000
235000000
90000000
11000000
60000000
1000000
41000000
2000000
113000000
6000000
171000000
6000000
10000000
58000000
119000000
32000000
17904000000
32444000000
4216000000
33417000000
19839000000
784000000
429000000
1369000000
9000000
268000000
34087000000
321000000
3500000000
24000000
39386698
15000000
310000000
128000000
138000000
153000000
961000000
4208000000
43979000000
7435000000
291065000000
314000000
26047000000
144000000
12812000000
325266000000
194000000
29000000
32000000
253000000
13000000
325266000000
965000000
42000000
4175000000
1249061305
119000000
5152000000
33417000000
2573000000
-1627000000
437000000
365000000
7258000000
986000000
12000000
114000000
1600000000
0.01
33305000000
497000000
25009000000
23185000000
329000000
103000000
183000000
818000000
485000000
2677000000
80945000000
2063000000
1001000000
82007000000
10942000000
4043000000
14985000000
1269000000
231000000
276000000000
12000000
341000000
P90D
1.02
10000000
10000000
1000000
14262000000
15048000000
964000000
9000000
8789000000
8789000000
441000000
17000000
4009000000
4354000000
289000000
326000000
7861000000
18864000000
99533000000
8071000000
382000000
10000000
1848000000
0.66
0.94
0.97
0.16
0.85
1.00
0.84
0.23
0.05
0.08
1.00
1.00
1.00
1.00
0.97
1.00
0.38
0.32
0.29
0.28
0.27
0.06
0.05
0.02
0.91
1.00
0.72
1.00
0.35
0.21
0.55
0.09
0.05
0.02
1.00
1.00
1.00
0.99
1.00
1.00
0.26
0.06
0.02
0.84
0.15
0.14
0.02
0.12
0.15
0.14
0.03
0.04
0.38
0.19
0.13
0.03
0.04
1.00
0.09
0.28
0.50
0.65
0.06
0.34
0.04
0.02
0.34
0.10
0.01
0.08
0.01
0.02
0.98
0.29
0.18
0.21
0.11
0.05
0.47
0.11
0.01
0.27
0.03
0.47
0.73
0.11
0.22
0.01
0.36
0.62
0.57
0.58
0.68
0.22
1.00
0.48
1.00
0.13
1.00
0.80
0.94
0.69
1.00
0.95
0.03
0.96
0.69
1.00
0.97
0.61
1.00
0.88
789000000
696000000
403000000
25000000
892000000
200000000
3005000000
-26047000000
-25009000000
-26047000000
-25009000000
-25009000000
-26047000000
-25009000000
-26047000000
160000000
314000000
365000000
314000000
157000000
0.01
239000000
54000000
75000000
43000000
45000000
3000000
314000000
48000000
97000000
63000000
314000000
365000000
0.01
5259000000
4800000000
26879000000
4784000000
14000000
672000000
0.22
0.11
973000000
164000000
55000000
91000000
9000000
17326000000
4311000000
4519000000
44000000
1820000000
323000000
2000000
776000000
2000000
453000000
4366000000
418000000
20172000000
4774000000
485000000
4798000000
26103000000
0.23
0.14
326000000
28489000000
38759000000
98336000000
27982000000
368000000
10000000
1019000000
0.78
0.88
418000000
1738000000
3000000
958000000
27201000000
26434000000
3339000000
200000000
284000000
21000000
2694000000
44000000
113000000
2622000000
11910000000
1444000000
815000000
273000000
1879000000
532000000
26796000000
903000000
1175000000
125000000
605000000
10428000000
10083000000
10571000000
10053000000
30000000
143000000
27445000000
537000000
58247000000
26834000000
1655000000
28676000000
87765000000
0.77
0.85
2000000
82000000
334000000
418000000
973000000
1738000000
958000000
3339000000
30000000
2739000000
17326000000
2625000000
2790000000
4526000000
2230000000
2347000000
61000000
11954000000
1444000000
121000000
230000000
389000000
75000000
815000000
113000000
61000000
99000000
273000000
628000000
209000000
1042000000
1879000000
532000000
26796000000
903000000
140000000
101000000
9000000
686000000
203000000
150000000
47000000
93000000
1429000000
465000000
32000000
678000000
1175000000
37000000
88000000
125000000
795000000
25000000
26000000
1461000000
118000000
2425000000
10751000000
10085000000
11347000000
10053000000
32000000
596000000
7116000000
955000000
78467000000
5658000000
2203000000
8779000000
88186000000
347000000
221000000
126000000
43000000
43000000
304000000
178000000
126000000
40000000
848000000
10751000000
10085000000
11347000000
10053000000
670000000
32000000
596000000
101000000
7861000000
17904000000
660000000
43585000000
6267000000
6235000000
19839000000
3521000000
78467000000
326000000
2174000000
394000000
12671000000
36321000000
8071000000
43979000000
280980000000
313919000000
95335000000
219094000000
19933000000
6525000000
4510000000
10000000
382000000
5152000000
82528000000
3540000000
41231000000
1848000000
1681000000
4175000000
103000000
90243000000
81988000000
9373000000
2382000000
8491000000
1922000000
3000000
28000000
3000000
25000000
25000000
25000000
190000000
606000000
2000000
190000000
418000000
400000000
400000000
0.63
0.73
973000000
973000000
5000000
1696000000
47000000
5000000
1738000000
254000000
254000000
932000000
26000000
958000000
2000000
28000000
2000000
26000000
26000000
26000000
2000000
75000000
3327000000
89000000
77000000
3339000000
340000000
495000000
835000000
26000000
4000000
30000000
100000000
3000000
103000000
2000000
45000000
2724000000
62000000
47000000
2739000000
483000000
157000000
640000000
813000000
53000000
866000000
2000000
16814000000
514000000
2000000
17326000000
118000000
118000000
7000000
26000000
14320000000
292000000
33000000
14579000000
2613000000
54000000
2667000000
26000000
11000000
1480000000
1000000
37000000
1444000000
1143000000
211000000
1354000000
10000000
121000000
10000000
111000000
56000000
56000000
25000000
77000000
916000000
1000000
102000000
815000000
324000000
447000000
771000000
0.25
0.43
0.44
0.57
3000000
16000000
153000000
4000000
19000000
138000000
69000000
42000000
111000000
16000000
26000000
306000000
9000000
42000000
273000000
132000000
69000000
201000000
53000000
15000000
1790000000
157000000
68000000
1879000000
595000000
29000000
624000000
1000000
2000000
527000000
8000000
3000000
532000000
60000000
18000000
78000000
658000000
39000000
697000000
10000000
1000000
26232000000
575000000
11000000
26796000000
3844000000
140000000
3984000000
2000000
91000000
1617000000
47000000
93000000
1571000000
107000000
573000000
680000000
4000000
226000000
1133000000
230000000
903000000
5000000
895000000
900000000
3000000
3000000
21000000
1090000000
106000000
21000000
1175000000
437000000
437000000
3000000
122000000
6000000
3000000
125000000
50000000
50000000
1000000
2000000
2410000000
18000000
3000000
2425000000
368000000
406000000
774000000
13100000000
319000000
1600000000
18281000000
298000000
965000000
14160000000
21000000
635000000
32125000000
31705000000
333000000
3000000
975308000000
27440000000
26652000000
8205000000
330000000
418000000
379235000000
4355000000
4632000000
3000000
3000000
41000000
1449000000
7000000
35000000
34000000
47000000
56000000
1449000000
9000000
40000000
1062000000
387000000
31000000
1280000000
9000000
26000000
91000000
60000000
67000000
752000000
7000000
21000000
528000000
906000000
374000000
156000000
36000000
59000000
1923000000
10000000
13000000
203000000
1343000000
66000000
1558000000
1051000000
4849000000
2958000000
623000000
1891000000
1.00
12760000000
3000000
9000000
21000000
11144000000
7000000
21000000
63000000
36000000
36000000
4606000000
23000000
6538000000
9643000000
1501000000
18000000
4000000
10000000
58000000
3450000000
111000000
3781000000
3000000
3000000
27000000
7342000000
5000000
27000000
29000000
89000000
92000000
7342000000
3000000
32000000
1000000
1000000
2000000
-1627000000
12000000
-965000000
12812000000
23185000000
114000000
670000000
14000000
22000000
14000000
14000000
22000000
10000000
24000000
268000000
310000000
33971000000
29000000
13000000
10008000000
10000000
9000000
10751000000
10085000000
11347000000
10053000000
670000000
32000000
596000000
5000000
122000000
3521000000
146000000
127000000
3540000000
176000000
722000000
898000000
24000000
122000000
178000000
696000000
77424000000
1917000000
874000000
78467000000
10766000000
3321000000
14087000000
41000000
41000000
1000000
1000000
63000000
443000000
479000000
443000000
479000000
437000000
28406000000
326000000
63000000
6707000000
1200000000
268812000000
42000000
10751000000
10528000000
11826000000
10053000000
670000000
475000000
596000000
479000000
4510000000
2376000000
123759000000
19933000000
6267000000
12671000000
36321000000
95335000000
180901000000
3521000000
40970000000
5336000000
90243000000
260341000000
4510000000
2376000000
123759000000
20459000000
6267000000
12671000000
36381000000
95335000000
181176000000
3540000000
41166000000
5336000000
90243000000
260867000000
36000000
920000000
1313000000
1517000000
1366000000
157000000
314000000
45000000
3000000
97000000
63000000
2473000000
2679000000
132000000
9000000
100000000
3000000
32000000
6000000
1000000
1000000
12000000
182000000
3000000
351000000
-22000000
2000000
-896000000
0.026
6186000
80000000
589000000
2441000000
18000000
-207000000
1224000000
-234000000
1237000000
230000000
2362000000
6281000000
-10000000
8908000000
11000000
510000000
1449000000
0.011
1.61
-27000000
40000000
4649000000
13000000
102000000
2091000000
0.038
-21000000
16000000
356000000
30000000
802000000
120000000
4000000
186000000
0.286
17000000
2000000
-683000000
20000000
1166000000
-69132000000
347000000
55000000
2000000
2000000
28000000
0.030
65617000000
580000000
3016000000
157000000
3793000000
-54000000
31000000
49000000
21000000
465000000
435000000
2000000
700000000
225000000
2226000000
57000000
1229042000
74000000
246000000
2663000000
236000000
355000000
1.61
-25000000
0.019
73125000000
527000000
23000000
6000000
531000000
-28000000
2204000000
23000000
895000000
26897000000
-51000000
8284000000
51000000
18000000
1226132000
1829000000
9096000
0.350
6000000
1000000
31000000
11112000000
-85000000
487000000
2850000000
6959000000
-7800000
-184000000
3135000000
119000000
12000000
-21000000
34000000
8000000
557000000
174000000
7993000000
2000000
86986000
480000000
430000000
77000000
2011000000
-2568000000
578000000
391000000
62000000
19000000
6000000
15000000
4344000000
10000000
320000000
837000000
-294000000
1472000000
2011000000
324000000
42000000
1000000
322000000
5000000
28000000
37000000
-19000000
459000000
425000000
7000000
296000000
-49213000000
51000000
19000000
776000000
2928000000
620000000
-75000000
18000000
-8000000
66000000
2703000000
2912000000
11000000
282745000000
90000000
92000000
22000000
91000000
5000000
2000000
51000000
1980000000
1000000
0.26
10000000
214000000
-22000000
85000000
54000000
537000000
122000000
756000000
659000000
-74000000
12000000
-1000000
49298000000
-23000000
78000000
127000000
205000000
357000000
562000000
-22000000
8781000000
881000000
2272000000
51000000
8730000000
2812000000
145000000
132000000
620000000
1158000000
401000000
309000000
5252000000
29000000
6000000
2487000000
151000000
2051000000
2638000000
586000000
10000000
161000000
-18000000
6000000
37000000000
1000000
0.22
1000000
6000000
5884000000
1931000000
5477000000
6000000
7815000000
2338000000
149000000
12000000
-8000000
196447000000
1000000
0.30
-13000000
44000000
9000000
3000000
8000000
19000000
-19000000
19000000
4000000
15000000
4000000
-5000000
1000000
28000000
5000000
2000000
2000000
3000000
8000000
40000000
1000000
39000000
-34000000
1000000
6000000
2000000
3000000
-1000000
18000000
10000000
6000000
6000000
1000000
-1000000
39000000
1000000
1000000
-10000000
-100000
-628000000
-674000000
-100000
-100000
-6000000
-4000000
-57000000
-104000000
3000000
2000000
-568000000
-568000000
-100000
42000000
-49000000
39000000
-100000
-5100000
-2600000
100000
42000000
74000000
132000000
212000000
48000000
12000000
6000000
9000000
6000000
3000000
29000000
12000000
26000000
33000000
24000000
24000000
18000000
-52000000
-2000000
-5000000
2000000
1000000
6000000
1000000
2000000
2000000
76000000
119000000
13000000
6000000
9000000
8000000
-14000000
10000000
1000000
43000000
5000000
-3000000
30000000
23000000
48000000
54000000
-2000000
25000000
-2000000
29000000
BK
Bank of New York Mellon CORP
false
Large Accelerated Filer
Q3
2012
10-Q
2012-09-30
0001390777
--12-31
-2000000
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The statutory federal
income tax rate is reconciled to our effective income tax rate
below:</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="72%"></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Effective
tax rate</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Nine months
ended</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Federal rate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>35.0</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">35.0</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">State and local income
taxes, net of federal income tax benefit</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2.3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3.0</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Tax credits</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(5.0</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(1.9</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Tax-exempt
income</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(3.6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(2.6</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign
operations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(5.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(3.8</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other –
net</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(0.3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(1.1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Effective tax
rate</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>23.3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28.6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
</table>
</div>
122000000
-2000000
1156000000
<div>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: ARIAL" size="2"><b>Note 10 – Restructuring
charges</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Operational excellence
initiatives</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">In the fourth quarter of
2011, we announced our operational excellence initiatives which
include an expense reduction initiative that was expected to impact
approximately 1,500 positions or approximately 3% of our global
workforce, as well as additional initiatives to transform
operations, technology and corporate services that will increase
productivity and reduce the growth rate of expenses. Severance
payments related to these positions are primarily paid over the
salary continuance period in accordance with the separation plan.
In 2011, we recorded a pre-tax restructuring charge of $107 million
related to the operational excellence initiatives. The aggregate
restructuring charge is included in the merger and integration,
litigation and restructuring charges expense category on the income
statement.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following table
presents the activity in the restructuring reserve related to the
operational excellence initiatives through Sept. 30,
2012.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 0px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Operational excellence
initiatives 2011 –</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>restructuring charge
reserve activity</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="65%"></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Severance</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Original restructuring
charge</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">78</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">107</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Recoveries</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Utilization</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(25</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(29</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(54</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Balance at June 30,
2012</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">51</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">51</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Recoveries</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Utilization</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(7</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(7</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Balance at Sept. 30,
2012</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>42</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>42</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">This restructuring charge
was recorded in the Other segment as it is a corporate initiative
and not directly related to the operating performance of the
businesses. The table below presents the restructuring charge if it
had been allocated by business.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="67%"></td>
<td valign="bottom" width="9%"></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 style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="8">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Operational excellence
initiatives 2011 –</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>restructuring charge
(recovery) by business</b></font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">charges<br />
since<br />
inception</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Investment
Management</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">20</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Investment
Services</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other segment
(including</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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Business
Partners)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">44</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total restructuring charge
(recovery)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">103</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Global location
strategy</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">BNY Mellon continues to
execute its global location strategy. This strategy includes
migrating positions to our global growth centers and was expected
to result in moving and/or eliminating approximately 2,400
positions. Severance payments related to these positions are
primarily paid over the salary continuance period in accordance
with the separation plan. In 2009, we recorded a pre-tax
restructuring charge of $139 million related to this
strategy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following table
presents the activity in the restructuring reserve related to the
global location strategy through Sept. 30, 2012.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="61%"></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Global location strategy
2009 –</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>restructuring charge
reserve activity</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Severance</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Asset<br />
write-offs/<br />
other</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Original restructuring
charge</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">102</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">37</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">139</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Additional
charges</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">6</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Utilization</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(100</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(32</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(132</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Balance at June 30,
2012</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">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">11</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Recoveries</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Utilization</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Balance at Sept. 30,
2012</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>11</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>14</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">This restructuring charge
was recorded in the Other segment as it is a corporate initiative
and not directly related to the operating performance of the
businesses. The table below presents the restructuring charge if it
had been allocated by business.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="49%"></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="16"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Global
location strategy 2009 – restructuring charge (recovery) by
business</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total charges<br />
since inception</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Investment
Management</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">54</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Investment
Services</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(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">64</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other segment (including
Business Partners)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">29</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total restructuring charge
(recovery)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">147</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
27000000
9000000
421000000
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: ARIAL" size="2"><b>Note 20 – Supplemental
information to the Consolidated Statement of Cash
Flows</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Noncash investing and
financing transactions that, appropriately, are not reflected in
the Consolidated Statement of Cash Flows are listed
below.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="92%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Noncash
investing and financing transactions</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Nine 
months</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">ended Sept. 30,</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Transfers from loans to
other assets for OREO</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Assets of consolidated
VIEs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>22</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,703</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Liabilities of consolidated
VIEs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>39</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,912</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Noncontrolling interests of
consolidated VIEs</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>111</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
2000000
0.036
8336000
67000000
1710000000
1646000000
19000000
-572000000
3477000000
-553000000
1768000000
7000000
2966000000
7253000000
<div>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: ARIAL" size="2"><b>Note 5 – Loans and asset
quality</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: ARIAL" size="2"><i>Loans</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The table below provides
the details of our loan distribution and industry concentrations of
credit risk at Sept. 30, 2012 and Dec. 31, 2011.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="72%"></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 style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Loans</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Domestic:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Financial
institutions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,442</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,606</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>787</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth management loans and
mortgages</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8,215</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,342</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial real
estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,680</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,449</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Lease financings
<i>(a)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,444</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,558</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other residential
mortgages</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,701</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,923</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Overdrafts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,070</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,958</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>685</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">623</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Margin loans</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>13,036</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12,760</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total domestic</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>34,060</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">33,971</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Foreign:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Financial
institutions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6,606</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6,538</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>366</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">528</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial real
estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>37</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Lease financings
<i>(a)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,033</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,051</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other (primarily
overdrafts)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3,787</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,891</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total foreign</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>11,829</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total loans</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>45,889</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">43,979</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="21" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Net of unearned income
on domestic and foreign lease financings of $1,198 million at Sept.
30, 2012 and $1,343 million at Dec. 31, 2011.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Our loan portfolio is
comprised of three portfolio segments: commercial, lease financings
and mortgages. We manage our portfolio at the class level which is
comprised of six classes of financing receivables: commercial,
commercial real estate, financial institutions, lease financings,
wealth management loans and mortgages, and other residential
mortgages. The following tables are presented for each class of
financing receivable, and provide additional information about our
credit risks and the adequacy of our allowance for credit
losses.</font></p>
<p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Allowance for credit
losses</i></font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Transactions in the
allowance for credit losses are summarized as follows:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="44%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top" colspan="12"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Allowance for credit losses activity for the quarter ended
Sept. 30, 2012</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial<br />
real estate</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Financial<br />
institutions</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Lease<br />
financings</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">management<br />
loans and<br />
mortgages</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other<br />
residential<br />
mortgages</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">All<br />
Other <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Beginning
balance</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">103</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">33</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">56</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">153</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">57</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">467</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Charge-offs</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(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">(8</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Recoveries</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Net (charge-offs)
recoveries</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(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">(6</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Provision</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Ending balance</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>98</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>35</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>37</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>55</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>33</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>141</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>55</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>456</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Allowance for:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Loans losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">26</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">28</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">141</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">45</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">339</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Unfunded
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">66</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">10</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">117</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 height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Individually evaluated for
impairment:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Loan balance</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">60</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">38</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">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">138</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Allowance for loan
losses</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">28</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 height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Collectively evaluated for
impairment:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Loan balance</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">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,652</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,439</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,444</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8,177</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,701</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"> 15,791 </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">(a) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11,820</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">45,751</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Allowance for loan
losses</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">20</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">21</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">55</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">21</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">141</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">41</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">311</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes $2,070 million
of domestic overdrafts, $13,036 million of margin loans and $685
million of other loans at Sept. 30, 2012.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="44%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top" colspan="12"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Allowance for credit losses activity for the quarter ended
June 30, 2012</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial<br />
real estate</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Financial<br />
institutions</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Lease<br />
financings</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">management<br />
loans and<br />
mortgages</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other<br />
residential<br />
mortgages</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">All<br />
Other <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Beginning
balance</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">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">33</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">53</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">62</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">165</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">50</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">494</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Charge-offs</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">(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">(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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(11</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Recoveries</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Net (charge-offs)
recoveries</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">(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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Provision</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(7</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(19</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Ending balance</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>103</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>33</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>39</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>56</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>26</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>153</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>57</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>467</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Allowance for:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Loans losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">23</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">56</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">21</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">153</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">49</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">362</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Unfunded
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">61</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">105</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 height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Individually evaluated for
impairment:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Loan balance</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">62</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">31</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">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">134</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Allowance for loan
losses</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td height="8"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Collectively evaluated for
impairment:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Loan balance</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">752</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,566</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,832</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,505</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,885</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,773</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"> 16,811 </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">(a) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,173</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">45,297</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Allowance for loan
losses</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">26</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">17</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">18</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">56</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">153</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">44</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">328</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes $2,750 million
of domestic overdrafts, $13,462 million of margin loans and $599
million of other loans at June 30, 2012.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="44%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top" colspan="12"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Allowance for credit losses activity for the quarter ended
Sept. 30, 2011</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial<br />
real estate</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Financial<br />
institutions</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Lease<br />
financings</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">management<br />
loans and<br />
mortgages</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other<br />
residential<br />
mortgages</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">All<br />
Other <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Beginning
balance</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">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">27</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">91</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">31</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">200</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">66</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">535</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Charge-offs</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(17</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Recoveries</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Net (charge-offs)
recoveries</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(15</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Provision</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(24</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(22</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Ending balance</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">98</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">31</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">30</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">91</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">31</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">162</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">55</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">498</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Allowance for:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Loans losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">38</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">22</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">91</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">162</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">48</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">392</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Unfunded
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">60</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">106</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 height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Individually evaluated for
impairment:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Loan balance</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">26</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">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">106</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Allowance for loan
losses</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
<td height="8"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Collectively evaluated for
impairment:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Loan balance</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">853</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,421</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6,792</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,543</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6,937</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,016</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"> 15,621 </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">(a) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,023</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">45,206</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Allowance for loan
losses</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">29</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">19</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">91</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">20</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">162</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">43</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">368</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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 style="FONT-FAMILY: Times New Roman" size="1"><i>(a) Includes $4,721
million of domestic overdrafts, $10,327 million of margin loans and
$573 million of other loans at Sept. 30, 2011.</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="40%"></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>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></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>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></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>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top" colspan="12"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Allowance for credit losses activity for the nine months
ended Sept. 30, 2012</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial<br />
real estate</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Financial<br />
institutions</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Lease<br />
financings</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">management<br />
loans and<br />
mortgages</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other<br />
residential<br />
mortgages</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">All<br />
Other</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Beginning
balance</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">91</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">66</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">156</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">58</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">497</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Charge-offs</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">(28</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Recoveries</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Net (charge-offs)
recoveries</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">(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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Provision</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(18</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(19</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Ending balance</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>98</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>35</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>37</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>55</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>33</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>141</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>55</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>456</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="47%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top" colspan="12"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Allowance for credit losses activity for the nine months
ended Sept. 30, 2011</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial<br />
real estate</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Financial<br />
institutions</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Lease<br />
financings</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">management<br />
loans and<br />
mortgages</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other<br />
residential<br />
mortgages</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">All<br />
Other</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Beginning
balance</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">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">40</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">41</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">235</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">60</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">571</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Charge-offs</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">(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">(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">(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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(6</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Recoveries</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Net (charge-offs)
recoveries</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">(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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">(6</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(51</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Provision</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">18</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(34</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(22</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Ending balance</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">98</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">31</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">30</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">91</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">31</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">162</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">55</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">498</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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 style="FONT-FAMILY: ARIAL" size="2"><i>Nonperforming
assets</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The table below sets forth
information about our nonperforming assets.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="70%"></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 style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Nonperforming
assets</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">June 30,<br />
2012</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Loans:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other residential
mortgages</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>166</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">203</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth
management</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>33</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">32</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>29</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial real
estate</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>29</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">10</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Financial
institutions</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">23</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total nonperforming
loans</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>269</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">329</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other assets
owned</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">9</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total nonperforming assets
<i>(a)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>274</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">294</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">341</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="21" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Loans of consolidated
investment management funds are not part of BNY Mellon’s loan
portfolio. Included in these loans are nonperforming loans of $153
million at Sept. 30, 2012, $155 million at June 30, 2012 and
$101 million at Dec. 31, 2011. These loans are recorded at fair
value and therefore do not impact the provision for credit losses
and allowance for loan losses, and accordingly are excluded from
the nonperforming assets table above.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">At Sept. 30, 2012, undrawn
commitments to borrowers whose loans were classified as nonaccrual
or reduced rate were not material.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Lost
interest</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="48%"></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Lost
interest</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>YTD12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">YTD11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Amount by which interest
income recognized on nonperforming loans exceeded
reversals</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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 height="8"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Amount by which interest
income would have increased if nonperforming loans at period-end
had been performing for the entire period</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">15</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 12px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Impaired
loans</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The table below sets forth
information about our impaired loans. We use the discounted cash
flow method as the primary method for valuing impaired
loans.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="55%"></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Impaired
loans</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="22" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Quarter ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">June 30,
2012</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30, 2011</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Average<br />
recorded<br />
investment</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Interest<br />
income<br />
recognized</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Average<br />
recorded<br />
investment</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Interest<br />
income<br />
recognized</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Average<br />
recorded<br />
investment</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Interest<br />
income<br />
recognized</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Impaired loans with an
allowance:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>61</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">64</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">28</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial real
estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>26</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Financial
institutions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth management loans and
mortgages</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">13</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total impaired loans with
an allowance</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>125</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">139</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">89</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Impaired loans without an
allowance<i>:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial real
estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Financial
institutions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth management loans and
mortgages</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total impaired loans
without an allowance <i>(a)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">16</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total impaired
loans</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>135</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">147</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">105</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>When the discounted cash
flows, collateral value or market price equals or exceeds the
carrying value of the loan, then the loan does not require an
allowance under the accounting standard related to impaired
loans.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="70%"></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 style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Impaired
loans</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="14" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Year-to-date</font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30, 2011</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Average<br />
recorded<br />
investment</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Interest<br />
income<br />
recognized</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Average<br />
recorded<br />
investment</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Interest<br />
income<br />
recognized</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Impaired loans with an
allowance:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>53</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial real
estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>31</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Financial
institutions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth management loans and
mortgages</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">1</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total impaired loans with
an allowance</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>131</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Impaired loans without an
allowance:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial real
estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Financial
institutions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth management loans and
mortgages</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total impaired loans
without an allowance <i>(a)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">18</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total impaired
loans</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>140</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">120</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>When the discounted cash
flows, collateral value or market price equals or exceeds the
carrying value of the loan, then the loan does not require an
allowance under the accounting standard related to impaired
loans.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="60%"></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>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></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>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Impaired
loans</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31, 2011</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Recorded<br />
investment</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Unpaid<br />
principal<br />
balance</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Related<br />
allowance <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Recorded<br />
investment</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Unpaid<br />
principal<br />
balance</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Related<br />
allowance <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Impaired loans with an
allowance:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>60</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>65</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>12</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">31</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial real
estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>26</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>27</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">41</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Financial
institutions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth management loans and
mortgages</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>29</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>29</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>17</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">18</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total impaired loans with
an allowance</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>125</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>139</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">119</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">138</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Impaired loans without an
allowance<i>:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial real
estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">N/A</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Financial
institutions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">N/A</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth management loans and
mortgages</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/A</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total impaired loans
without an allowance <i>(b)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>13</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>19</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">9</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">15</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/A</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total impaired loans
<i>(c)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>138</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>158</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">128</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">153</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">32</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>The allowance for
impaired loans is included in the allowance for loan
losses.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>When the discounted cash
flows, collateral value or market price equals or exceeds the
carrying value of the loan, then the loan does not require an
allowance under the accounting standard related to impaired
loans.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(c)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Excludes an aggregate of
$2 million of impaired loans in amounts individually less than $1
million at Sept. 30, 2012 and Dec. 31, 2011. The allowance for loan
loss associated with these loans totaled less than $1 million at
both Sept. 30, 2012 and Dec. 31, 2011.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>N/A –</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i> Not
applicable.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Past due
loans</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The table below sets forth
information about our past due loans.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="65%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Past due loans and still accruing</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="14" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</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" colspan="14" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31, 2011</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" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Days past due</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total</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" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Days past due</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">30-59</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">60-89</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">>90</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">past due</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">30-59</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">60-89</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">>90</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">past due</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Domestic:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth management loans and
mortgages</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>33</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>22</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>60</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">89</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">92</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other residential
mortgages</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>49</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>63</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">10</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">59</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Financial
institutions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">60</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial real
estate</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">15</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">47</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">9</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">56</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total domestic</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>89</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>35</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>14</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>138</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">268</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">310</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total past due
loans</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>89</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>35</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>14</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>138</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">268</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">29</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">13</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">310</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 12px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: ARIAL" size="2"><i>Troubled debt restructurings
(“TDRs”)</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">A modified loan is
considered a TDR if the debtor is experiencing financial
difficulties and the creditor grants a concession to the debtor
that would not otherwise be considered. A TDR may include a
transfer of real estate or other assets from the debtor to the
creditor, or a modification of the term of the loan. Not all
modified loans are considered TDRs.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following table
presents TDRs that occurred during the third quarter of
2012.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="48%"></td>
<td valign="bottom" width="15%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="15%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="15%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="12"><font style="FONT-FAMILY: Times New Roman" size="1"><b>TDRs
during the third quarter of 2012</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="2"><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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Outstanding</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">recorded investment</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">(dollars in millions)</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Number of<br />
contracts</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Pre-<br />
modification</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Post-<br />
modification</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other residential
mortgages</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">48</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth management loans and
mortgages</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total TDRs</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>52</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>16</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>16</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Other residential
mortgages</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The modifications of the
other residential mortgage loans consisted of reducing the stated
interest rate and in certain cases, a forbearance of default and
extending the maturity date. The value of modified loans is based
on the fair value of the collateral. Probable loss factors are
applied to the value of the modified loans to determine the
allowance for credit losses.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Wealth management loans
and mortgages</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The modification of the
wealth management loans and mortgages consisted of a forbearance of
defaults and a change from a demand loan to a specific maturity
date. The difference between the book value and the market price of
the loan is included in the allowance for credit losses.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>TDRs that subsequently
defaulted</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">There were 13 residential
mortgage loans that had been restructured in a TDR during the
previous 12 months and have subsequently defaulted during the third
quarter of 2012. The total recorded investment of these loans was
$3 million.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Credit quality
indicators</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Our credit strategy is to
focus on investment grade names to support cross-selling
opportunities and avoid single name/industry concentrations. Each
customer is assigned an internal rating grade which is mapped to an
external rating agency grade equivalent based upon a number of
dimensions which are continually evaluated and may change over
time.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following tables set
forth information about credit quality indicators.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Commercial loan
portfolio</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="62%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="24"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Commercial loan portfolio—Credit risk profile by
creditworthiness category</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial real estate</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Financial institutions</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Investment grade</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>812</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">906</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,264</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,062</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9,756</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Noninvestment
grade</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>341</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">374</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>453</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">387</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,292</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,501</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,153</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,280</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,717</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,449</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>11,048</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11,144</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 12px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The commercial loan
portfolio is divided into investment grade and noninvestment grade
categories based on rating criteria largely consistent with those
of the public rating agencies. Each customer in the portfolio is
assigned an internal rating grade. These internal rating grades are
generally consistent with the ratings categories of the public
rating agencies. Customers with ratings consistent with BBB-
(S&P)/Baa3 (Moody’s) or better are considered to be
investment grade. Those clients with ratings lower than this
threshold are considered to be noninvestment grade.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Wealth management loans
and mortgages</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="72%"></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 style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Wealth management loans and mortgages –<br />
Credit risk profile by internally assigned
grade</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth management
loans:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Investment grade</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,124</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,450</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Noninvestment
grade</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>124</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">111</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth management
mortgages</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3,967</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,781</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8,215</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,342</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Wealth management
non-mortgage loans are not typically rated by external rating
agencies. A majority of the wealth management loans are secured by
the customers’ investment management accounts or custody
accounts. Eligible assets pledged for these loans are typically
investment grade, fixed income securities, equities and/or mutual
funds. Internal ratings for this portion of the wealth management
portfolio, therefore, would equate to investment-grade external
ratings. Wealth management loans are provided to select customers
based on the pledge of other types of assets, including business
assets, fixed assets, or a modest amount of commercial real estate.
For the loans collateralized by other assets, the credit quality of
the obligor is carefully analyzed, but we do not consider this
portfolio of loans to be investment grade.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Credit quality indicators
for wealth management mortgages are not correlated to external
ratings. Wealth management mortgages are typically loans to
high-net-worth individuals, which are secured primarily by
residential property. These loans are primarily interest-only
adjustable rate mortgages with an average loan to value ratio of
63% at origination. In the wealth management portfolio, 1% of the
mortgages were past due at Sept. 30, 2012.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">At Sept. 30, 2012, the
wealth management mortgage portfolio was comprised of the following
geographic concentrations: New York – 22%; California –
18%; Massachusetts – 17%; Florida – 8%; and other
– 35%.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Other residential
mortgages</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The other residential
mortgage portfolio primarily consists of 1-4 family residential
mortgage loans and totaled $1,701 million at Sept. 30, 2012 and
$1,923 million at Dec. 31, 2011. These loans are not typically
correlated to external ratings. Included in this portfolio at Sept.
30, 2012 are $521 million of mortgage loans purchased in 2005, 2006
and the first quarter of 2007 that are predominantly prime mortgage
loans, with a small portion of Alt-A loans. As of Sept. 30, 2012,
the purchased loans in this portfolio had a weighted-average
original loan-to-value ratio of 76% and 25% of these loans were at
least 60 days delinquent. The properties securing the prime and
Alt-A mortgage loans were located (in order of concentration) in
California, Florida, Virginia, Maryland and the tri-state area (New
York, New Jersey and Connecticut).</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Overdrafts</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Overdrafts primarily relate
to custody and securities clearance clients and totaled $5,857
million at Sept. 30, 2012 and $4,849 million at Dec. 31, 2011.
Overdrafts occur on a daily basis in the custody and securities
clearance business and are generally repaid within two business
days.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Margin
loans</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">We had $13,036 million of
secured margin loans on our balance sheet at Sept. 30, 2012
compared with $12,760 million at Dec. 31, 2011. Margin loans are
collateralized with marketable securities and borrowers are
required to maintain a daily collateral margin in excess of 100% of
the value of the loan. We have rarely suffered a loss on these
types of loans and do not allocate any of our allowance for credit
losses to them.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Other
loans</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Other loans primarily
include loans to consumers that are fully collateralized with
equities, mutual funds and fixed income securities, as well as
bankers’ acceptances.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Reverse repurchase
agreements</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Reverse repurchase
agreements are transactions fully collateralized with high-quality
liquid securities. These transactions carry minimal credit risk and
therefore are not allocated an allowance for credit
losses.</font></p>
</div>
27000000
8625000000
50000000
6000000
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following tables
present the financial instruments carried on the consolidated
balance sheet by caption and by level in the fair value hierarchy
as of Sept. 30, 2012 and Dec. 31, 2011, for which a nonrecurring
change in fair value has been recorded during the quarters ended
Sept. 30, 2012 and Dec. 31, 2011.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="74%"></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="16"> </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
</tr>
<tr>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Assets measured at fair value on a nonrecurring basis
at Sept. 30, 2012</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Level 1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Level 2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Level 3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">carrying value</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Loans <i>(a)</i></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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">181</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">216</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other assets
<i>(b)</i></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">77</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">77</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total assets at fair value
on a nonrecurring basis</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>258</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>35</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>293</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="74%"></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="16"> </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
</tr>
<tr>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Assets measured at fair value on a nonrecurring basis
at Dec. 31, 2011</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Level 1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Level 2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Level 3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">carrying value</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Loans <i>(a)</i></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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">178</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">221</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other assets
<i>(b)</i></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">126</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">126</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total assets at fair value
on a nonrecurring basis</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>304</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>43</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>347</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>During the quarters
ended Sept. 30, 2012 and Dec. 31, 2011, the fair value of these
loans was increased by $2 million and decreased $32 million,
respectively, based on the fair value of the underlying collateral
as allowed by ASC 310, Accounting by Creditors for Impairment of a
Loan, with an offset to the allowance for credit
losses.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes other assets
received in satisfaction of debt and loans held for sale. Loans
held for sale are carried on the balance sheet at the lower of cost
or market value.</i></font></td>
</tr>
</table>
</div>
505000000
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following table
reflects investment securities credit losses recorded in earnings.
The beginning balance represents the credit loss component for
which OTTI occurred on debt securities in prior periods. The
additions represent the first time a debt security was credit
impaired or when subsequent credit impairments have occurred. The
deductions represent credit losses on securities that have been
sold, are required to be sold or it is our intention to
sell.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="5%"></td>
<td valign="bottom" width="3%"></td>
<td width="76%"></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 style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="3">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Debt securities credit
loss roll forward</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" 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"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top" colspan="3">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Beginning balance as of
June 30</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>333</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">187</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Add:</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">Initial OTTI credit losses</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Subsequent OTTI credit
losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Less:</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">Realized losses
for securities sold / consolidated</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>77</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" colspan="3"><font style="FONT-FAMILY: Times New Roman" size="1">Ending
balance as of September 30</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>262</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">193</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="5%"></td>
<td valign="bottom" width="3%"></td>
<td width="76%"></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 style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="3">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Debt securities credit
loss roll forward</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Year-to-date</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="3"> <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top" colspan="3">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Beginning balance as of
Jan. 1</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>253</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">182</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Add:</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">Initial OTTI credit losses</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>52</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Subsequent OTTI credit
losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>42</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Less:</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">Realized losses
for securities sold / consolidated</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>85</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" colspan="3"><font style="FONT-FAMILY: Times New Roman" size="1">Ending
balance as of September 30</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>262</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">193</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
1464000000
0.003
1.51
40000000
-13000000
<div>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: ARIAL" size="2"><b>Note 7 – Other
assets</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="72%"></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 style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Other
assets</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31,</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Corporate/bank owned life
insurance</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,299</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,216</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Accounts
receivable</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,046</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,208</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Income taxes
receivable</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,909</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity in joint ventures
and other investments <i>(a)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,767</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,677</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fails to deliver</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,117</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">961</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value of hedging
derivatives</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,171</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,600</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Software</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,085</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">986</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Prepaid expenses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>488</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">784</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Due from customers on
acceptances</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>276</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">321</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Prepaid pension
assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>191</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">144</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,095</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,369</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total other
assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>20,444</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">19,839</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="21" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes Federal Reserve
Bank stock of $435 million and $429 million, respectively, at
cost.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Seed capital and private
equity investments valued using net asset value per
share</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">In our Investment
Management business, we manage investment assets, including
equities, fixed income, money market and alternative investment
funds for institutions and other investors. As part of that
activity, we make seed capital investments in certain funds. BNY
Mellon also holds private equity investments, which consist of
investments in private equity funds, mezzanine financings and
direct equity investments. Seed capital and private equity
investments are included in other assets. Consistent with our
policy to focus on our core activities, we continue to reduce our
exposure to private equity investments.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The fair value of these
investments has been estimated using the net asset value
(“NAV”) per share of BNY Mellon’s ownership
interest in the funds. The table below presents information about
BNY Mellon’s investments in seed capital and private equity
investments.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 0px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Seed capital and private
equity investments valued using NAV</b></font></p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="40%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></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" colspan="14" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</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" colspan="14" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31, 2011</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollar
amounts in millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair<br />
value</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Unfunded<br />
commitments</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Redemption<br />
frequency</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Redemption<br />
notice<br />
period</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Fair<br />
value</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Unfunded<br />
commitments</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Redemption<br />
frequency</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Redemption<br />
notice<br />
period</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Hedge funds
<i>(a)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>16</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></p>
</td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Monthly-</b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>quarterly</b></font></p>
</td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3-45 days</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></p>
</td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Monthly-</font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">quarterly</font></p>
</td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="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">3-45 days</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Private equity funds
<i>(b)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>102</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>18</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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">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">N/A</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/A</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other funds
<i>(c)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>116</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> <br />
 </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Monthly-<br />
yearly</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b> <br />
  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b><i> </i></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b><i>(c</i></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b><i>) </i></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">63</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> <br />
 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Monthly-<br />
yearly</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> <br />
  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(c</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>)</i> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>234</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>46</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">194</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">24</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Hedge funds include
multi-strategy funds that utilize a variety of investment
strategies and equity long-short hedge funds that include various
funds that invest over both long-term investment and short-term
investment horizons.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Private equity funds
primarily include numerous venture capital funds that invest in
various sectors of the economy. Private equity funds do not have
redemption rights. Distributions from such funds will be received
as the underlying investments in the funds are
liquidated.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(c)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Other funds include
various market neutral, leveraged loans, real estate and structured
credit funds. Redemption notice periods vary by
fund.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>N/A – Not
applicable.</i></font></p>
</div>
6011000000
5000000
131000000
1877000000
0.051
-3000000
14000000
373000000
4000000
976000000
140000000
1000000
187000000
0.233
<div>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="57%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Summary of
financial instruments</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="18" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31, 2011</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Level 1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Level 2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Level 3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Total<br />
estimated<br />
fair value</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Carrying<br />
amount</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Estimated<br />
fair value</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Carrying<br />
amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest-bearing deposits
with the Federal</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Reserve and other central
banks</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>73,118</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>73,118</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>73,118</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">90,243</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">90,243</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest-bearing deposits
with banks</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>40,612</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>40,612</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>40,578</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">36,381</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">36,321</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Federal funds sold and
securities purchased under resale agreements</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5,753</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5,753</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5,753</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,510</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,510</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Securities
held-to-maturity</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,076</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7,817</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8,893</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8,702</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,540</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">3,521</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>43,239</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>43,239</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>43,073</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">41,166</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">40,970</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other financial
assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,991</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,097</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6,088</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6,088</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,336</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,336</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6,067</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>171,636</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>177,703</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>177,312</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">181,176</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">180,901</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Liabilities:</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Noninterest-bearing
deposits</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>78,790</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>78,790</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>78,790</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">95,335</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">95,335</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest-bearing
deposits</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>144,017</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>144,017</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>144,159</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">123,759</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">123,759</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Federal funds purchased and
securities sold under repurchase agreements</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>12,450</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>12,450</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>12,450</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6,267</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">6,267</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Payables to customers and
broker-dealers</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>13,675</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>13,675</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>13,675</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12,671</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12,671</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Borrowings</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,621</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,621</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,621</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,376</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,376</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term debt</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>20,453</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>20,453</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>19,516</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">20,459</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">19,933</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>272,006</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>272,006</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>271,211</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">260,867</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">260,341</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
<div>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following consolidating
schedules show the contribution of our businesses to our overall
profitability.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="70%"></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>
<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 style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>For the quarter ended
Sept. 30, 2012</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollar amounts in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Investment<br />
Management</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Investment<br />
Services</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Other</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Consolidated</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fee and other
revenue</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>872 </b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i><b> </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,879</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>150</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,901 </b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i><b> </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest
revenue</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>52</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>608</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>89</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>749</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total revenue</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>924</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,487</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>239</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3,650</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Provision for credit
losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Noninterest
expense</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>692</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,782</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>231</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,705</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Income (loss) before
taxes</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>232 </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>709</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>950 </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a</i><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Pre-tax operating margin
<i>(b)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>25</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>29</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/M</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>26</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Average assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>35,775</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>224,289</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>58,850</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>318,914</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Total fee and other
revenue includes income from consolidated investment management
funds of $47 million, net of noncontrolling interests of $25
million, for a net impact of $22 million. Income before taxes
includes noncontrolling interests of $25 million.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Income before taxes
divided by total revenue.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>N/M</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>– Not
meaningful.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="70%"></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>
<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 style="BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>For the quarter ended
June 30, 2012</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollar amounts in
millions)</i></font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Investment<br />
Management</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Investment<br />
Services</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Other</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Consolidated</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fee and other
revenue</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">861 </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,881</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">112</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,854 </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest
revenue</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">52</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">607</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">75</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">734</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total revenue</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">913</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,488</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">187</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,588</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Provision for credit
losses</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(19</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Noninterest
expense</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">690</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,146</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">211</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,047</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Income (loss) before
taxes</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">223 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">356</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(19</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">560 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Pre-tax operating margin
<i>(b)</i></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">14</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/M</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Average assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">35,970</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">209,454</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">59,578</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">305,002</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Total fee and other
revenue includes income from consolidated investment management
funds of $57 million, net of noncontrolling interests of $29
million, for a net impact of $28 million. Income before taxes
includes noncontrolling interests of $29 million.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Income before taxes
divided by total revenue.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>N/M</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>– Not
meaningful.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="70%"></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>
<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 style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>For the quarter ended
Sept. 30, 2011</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollar amounts in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Investment<br />
Management</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Investment<br />
Services</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Other</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Consolidated</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fee and other
revenue</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">757 </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,028</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,906 </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest
revenue</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">51</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">661</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">63</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">775</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total revenue</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">808</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,689</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">184</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,681</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Provision for credit
losses</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">(22</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Noninterest
expense</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">675</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,898</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">198</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,771</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Income (loss) before
taxes</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">133 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">791</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">932 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Pre-tax operating margin
<i>(b)</i></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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">N/M</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Average assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">36,949</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">220,930</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">53,584</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">311,463</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Total fee and other
revenue includes income from consolidated investment management
funds of $32 million, net of noncontrolling interests of $13
million, for a net impact of $19 million. Income before taxes
includes noncontrolling interests of $13 million.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Income before taxes
divided by total revenue.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>N/M</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>– Not
meaningful.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="70%"></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>
<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 style="BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>For the nine months
ended Sept. 30, 2012</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollar amounts in
millions)</i></font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Investment<br />
Management</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Investment<br />
Services</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Other</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Consolidated</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fee and other
revenue</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,585 </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i><b> </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5,612</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>428</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8,625 </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i><b> </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest
revenue</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>159</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,857</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>232</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,248</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total revenue</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,744</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7,469</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>660</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10,873</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Provision for credit
losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(17</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(19</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Noninterest
expense</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,049</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5,755</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>704</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8,508</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Income (loss) before
taxes</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>695 </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,716</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(27</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,384 </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i><b> </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Pre-tax operating margin
<i>(b)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>25</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>23</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/M</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>22</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Average assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>36,071</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>215,991</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>56,397</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>308,459</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="4%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Total fee and other
revenue includes income from consolidated investment management
funds of $147 million, net of noncontrolling interests of $65
million, for a net impact of $82 million. Income before taxes
includes noncontrolling interests of $65 million.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="4%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Income before taxes
divided by total revenue.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>N/M – Not
meaningful.</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="70%"></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>
<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 style="BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>For the nine months
ended Sept. 30, 2011</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollar amounts in
millions)</i></font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Investment<br />
Management</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Investment<br />
Services</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Other</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Consolidated</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fee and other
revenue</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,487 </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,884</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">537</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8,908 </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest
revenue</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">151</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,931</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">122</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,204</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total revenue</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">2,638</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,815</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">659</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11,112</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Provision for credit
losses</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(22</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Noninterest
expense</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,051</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,477</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">756</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8,284</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Income (loss) before
taxes</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">586 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,338</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(74</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,850</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Pre-tax operating margin
<i>(b)</i></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">22</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/M</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Average assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">37,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">196,447</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">49,298</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">282,745</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="4%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Total fee and other
revenue includes income from consolidated investment management
funds of $205 million, net of noncontrolling interests of $78
million, for a net impact of $127 million. Income before taxes
includes noncontrolling interests of $78 million.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="4%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Income before taxes
divided by total revenue.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>N/M – Not
meaningful.</i></font></p>
</div>
9000000
36000000
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: ARIAL" size="2"><b>Note 9 – Employee benefit
plans</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The components of net
periodic benefit cost are as follows:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="46%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Net periodic
benefit cost (credit)</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="34" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Quarter ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</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" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">June 30,
2012</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" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30, 2011</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Domestic<br />
pension<br />
benefits</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Foreign<br />
pension<br />
benefits</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Health<br />
care<br />
benefits</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Domestic<br />
pension<br />
benefits</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign<br />
pension<br />
benefits</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Health<br />
care<br />
benefits</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Domestic<br />
pension<br />
benefits</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign<br />
pension<br />
benefits</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Health<br />
care<br />
benefits</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Service cost</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>15</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">16</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest cost</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>42</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">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">44</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">3</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Expected return on
assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(68</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(12</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(68</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(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">(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">(11</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>38</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">38</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Net periodic benefit
cost</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>27</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">27</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">17</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="64%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Net periodic
benefit cost (credit)</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="22" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Year-to-date</font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</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" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30, 2011</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Domestic<br />
pension<br />
benefits</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Foreign<br />
pension<br />
benefits</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Health<br />
care<br />
benefits</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Domestic<br />
pension<br />
benefits</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign<br />
pension<br />
benefits</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Health<br />
care<br />
benefits</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Service cost</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>45</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>24</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">48</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">3</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest cost</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>126</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>27</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">132</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">9</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Expected return on
assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(204</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(36</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(212</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>114</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">74</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">6</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Net periodic benefit
cost</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>81</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>25</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>15</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">42</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">29</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The tables below provide a
breakdown of goodwill by business.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="73%"></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>
<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 style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Goodwill by
business</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Investment<br />
Management</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Investment<br />
Services</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Consolidated</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Balance at Dec. 31,
2011</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">9,373</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8,491</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">40</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">17,904</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange
translation</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">82</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other <i>(a)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Balance at Sept. 30,
2012</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9,434</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8,500</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>50</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>17,984</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Other changes in
goodwill include purchase price adjustments and certain other
reclassifications.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="68%"></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Goodwill by
business</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Investment<br />
Management</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Investment<br />
Services <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Other <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Consolidated</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Balance at Dec. 31,
2010</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">9,359</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8,515</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">168</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">18,042</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Acquisitions</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">10</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange
translation</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(19</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other <i>(b)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Balance at Sept. 30,
2011</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">9,357</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8,521</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">167</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">18,045</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes the
reclassification of goodwill associated with the Shareowner
Services business from Investment Services to the Other
segment.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Other changes in
goodwill include purchase price adjustments and certain other
reclassifications.</i></font></td>
</tr>
</table>
</div>
1273000000
26000000
6183000000
-10375000000
584000000
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Estimated annual
amortization expense for current</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">intangibles for the next
five years is as follows:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="68%"></td>
<td valign="bottom" width="28%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">For the year
ended</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Dec.
31,</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Estimated amortization<br />
expense (in millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top" align="center">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">2012</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"> 384</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top" align="center">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">2013</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">335</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top" align="center">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">2014</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">299</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top" align="center">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">2015</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">267</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="center">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">2016</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">238</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The components of net
periodic benefit cost are as follows:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="46%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Net periodic
benefit cost (credit)</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="34" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Quarter ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</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" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">June 30,
2012</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" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30, 2011</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Domestic<br />
pension<br />
benefits</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Foreign<br />
pension<br />
benefits</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Health<br />
care<br />
benefits</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Domestic<br />
pension<br />
benefits</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign<br />
pension<br />
benefits</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Health<br />
care<br />
benefits</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Domestic<br />
pension<br />
benefits</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign<br />
pension<br />
benefits</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Health<br />
care<br />
benefits</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Service cost</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>15</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">16</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest cost</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>42</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">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">44</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">3</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Expected return on
assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(68</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(12</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(68</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(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">(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">(11</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>38</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">38</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Net periodic benefit
cost</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>27</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">27</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">17</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="64%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Net periodic
benefit cost (credit)</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="22" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Year-to-date</font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</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" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30, 2011</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Domestic<br />
pension<br />
benefits</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Foreign<br />
pension<br />
benefits</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Health<br />
care<br />
benefits</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Domestic<br />
pension<br />
benefits</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign<br />
pension<br />
benefits</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Health<br />
care<br />
benefits</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Service cost</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>45</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>24</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">3</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest cost</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>126</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>27</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">132</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">9</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Expected return on
assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(204</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(36</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(212</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>114</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">74</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">6</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Net periodic benefit
cost</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>81</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>25</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>15</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">42</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">29</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
469000000
63000000
-3000000
976000000
7000000
0.023
7
3327000000
1036000000
<div>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="12"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Quantitative information about Level 3 fair value
measurements of liabilities</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollars in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair value at<br />
Sept. 30, 2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Valuation techniques</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Unobservable input</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Range</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b><u>Measured on a
recurring basis:</u></b></font></p>
</td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading
liabilities:</font></p>
</td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Derivative
liabilities:</font></p>
</td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest rate:</font></p>
</td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Structured foreign exchange
swaptions</font></p>
</td>
<td valign="bottom"></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>232</b></font></td>
<td valign="bottom" nowrap="nowrap"></td>
<td valign="bottom"></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Option pricing
model<i>(a)</i></font></td>
<td valign="bottom"></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Correlation
risk</font></td>
<td valign="bottom"></td>
<td valign="bottom" nowrap="nowrap"></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">0%-25%</font></td>
<td valign="bottom" nowrap="nowrap"></td>
</tr>
<tr>
<td valign="top"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term foreign exchange
volatility</font></td>
<td valign="bottom"></td>
<td valign="bottom" nowrap="nowrap"></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12%-17%</font></td>
<td valign="bottom" nowrap="nowrap"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity:</font></p>
</td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity options</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>68</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Option
pricing model <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term equity volatility</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom"></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">23%-32%</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"></td>
</tr>
<!-- End Table Body --></table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a) The option pricing
model uses market inputs such as foreign currency exchange rates,
interest rates and volatility to calculate the fair value of the
option.</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>bps – basis
points.</i></font></p>
</div>
453000000
816000000
490000000
1264000000
<div>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Transactions in the
allowance for credit losses are summarized as follows:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="44%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top" colspan="12"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Allowance for credit losses activity for the quarter ended
Sept. 30, 2012</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial<br />
real estate</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Financial<br />
institutions</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Lease<br />
financings</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">management<br />
loans and<br />
mortgages</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other<br />
residential<br />
mortgages</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">All<br />
Other <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Beginning
balance</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">103</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">33</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">56</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">153</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">57</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">467</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Charge-offs</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(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">(8</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Recoveries</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Net (charge-offs)
recoveries</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(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">(6</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Provision</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Ending balance</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>98</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>35</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>37</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>55</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>33</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>141</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>55</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>456</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Allowance for:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Loans losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">26</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">28</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">141</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">45</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">339</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Unfunded
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">66</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">10</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">117</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 height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Individually evaluated for
impairment:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Loan balance</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">60</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">38</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">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">138</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Allowance for loan
losses</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">28</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 height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Collectively evaluated for
impairment:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Loan balance</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">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,652</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,439</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,444</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8,177</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,701</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"> 15,791 </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">(a) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11,820</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">45,751</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Allowance for loan
losses</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">20</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">21</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">55</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">21</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">141</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">41</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">311</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes $2,070 million
of domestic overdrafts, $13,036 million of margin loans and $685
million of other loans at Sept. 30, 2012.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="44%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top" colspan="12"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Allowance for credit losses activity for the quarter ended
June 30, 2012</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial<br />
real estate</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Financial<br />
institutions</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Lease<br />
financings</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">management<br />
loans and<br />
mortgages</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other<br />
residential<br />
mortgages</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">All<br />
Other <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Beginning
balance</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">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">33</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">53</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">62</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">165</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">50</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">494</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Charge-offs</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">(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">(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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(11</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Recoveries</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Net (charge-offs)
recoveries</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">(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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Provision</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(7</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(19</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Ending balance</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>103</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>33</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>39</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>56</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>26</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>153</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>57</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>467</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Allowance for:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Loans losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">23</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">56</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">21</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">153</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">49</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">362</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Unfunded
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">61</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">105</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 height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Individually evaluated for
impairment:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Loan balance</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">62</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">31</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">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">134</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Allowance for loan
losses</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td height="8"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Collectively evaluated for
impairment:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Loan balance</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">752</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,566</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,832</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,505</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,885</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,773</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"> 16,811 </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">(a) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,173</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">45,297</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Allowance for loan
losses</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">26</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">17</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">18</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">56</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">153</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">44</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">328</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes $2,750 million
of domestic overdrafts, $13,462 million of margin loans and $599
million of other loans at June 30, 2012.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="44%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top" colspan="12"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Allowance for credit losses activity for the quarter ended
Sept. 30, 2011</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial<br />
real estate</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Financial<br />
institutions</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Lease<br />
financings</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">management<br />
loans and<br />
mortgages</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other<br />
residential<br />
mortgages</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">All<br />
Other <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Beginning
balance</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">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">27</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">91</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">31</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">200</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">66</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">535</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Charge-offs</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(17</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Recoveries</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Net (charge-offs)
recoveries</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(15</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Provision</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(24</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(22</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Ending balance</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">98</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">31</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">30</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">91</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">31</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">162</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">55</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">498</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Allowance for:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Loans losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">38</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">22</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">91</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">162</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">48</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">392</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Unfunded
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">60</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">106</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 height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Individually evaluated for
impairment:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Loan balance</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">26</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">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">106</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Allowance for loan
losses</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
<td height="8"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Collectively evaluated for
impairment:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Loan balance</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">853</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,421</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6,792</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,543</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6,937</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,016</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"> 15,621 </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">(a) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,023</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">45,206</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Allowance for loan
losses</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">29</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">19</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">91</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">20</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">162</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">43</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">368</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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 style="FONT-FAMILY: Times New Roman" size="1"><i>(a) Includes $4,721
million of domestic overdrafts, $10,327 million of margin loans and
$573 million of other loans at Sept. 30, 2011.</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="40%"></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>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></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>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></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>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top" colspan="12"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Allowance for credit losses activity for the nine months
ended Sept. 30, 2012</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial<br />
real estate</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Financial<br />
institutions</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Lease<br />
financings</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">management<br />
loans and<br />
mortgages</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other<br />
residential<br />
mortgages</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">All<br />
Other</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Beginning
balance</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">91</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">66</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">156</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">58</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">497</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Charge-offs</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">(28</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Recoveries</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Net (charge-offs)
recoveries</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">(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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Provision</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(18</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(19</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Ending balance</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>98</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>35</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>37</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>55</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>33</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>141</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>55</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>456</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="47%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top" colspan="12"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Allowance for credit losses activity for the nine months
ended Sept. 30, 2011</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial<br />
real estate</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Financial<br />
institutions</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Lease<br />
financings</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">management<br />
loans and<br />
mortgages</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other<br />
residential<br />
mortgages</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">All<br />
Other</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Beginning
balance</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">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">40</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">41</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">235</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">60</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">571</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Charge-offs</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">(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">(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">(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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(6</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Recoveries</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Net (charge-offs)
recoveries</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">(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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">(6</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(51</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Provision</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">18</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(34</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(22</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Ending balance</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">98</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">31</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">30</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">91</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">31</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">162</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">55</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">498</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
-79000000
52000000
12000000
26000000
437000000
469000000
3000000
739000000
259000000
2267000000
28000000
<div>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: ARIAL" size="2"><b>Note 14 – Other
comprehensive income</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="64%"></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Components of other
comprehensive income</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; FONT-SIZE: 6px">
<font size="1"> </font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="34" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Quarter ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</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" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">June 30, 2012</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" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30, 2011</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Pre-tax<br />
amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Tax<br />
(expense)<br />
benefit</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">After-tax<br />
amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Pre-tax<br />
amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Tax</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">(expense)<br />
benefit</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">After-tax</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">amount</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Pre-tax<br />
amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Tax</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">(expense)<br />
benefit</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">After-tax</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">amount</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign currency
translation adjustment arising during the period</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>134</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>35</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>169</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(223</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(265</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(340</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(44</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized gain (loss) on
assets available-for-sale:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized gain (loss)
arising during period</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>948</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(310</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>638</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">318</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">197</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">61</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Reclassification
adjustment</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(22</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(15</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(50</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">15</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(35</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Net unrealized gain (loss)
on assets 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>926</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(303</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>623</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">268</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(106</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">162</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(31</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Defined benefit
plans:</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>
<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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Amortization of prior
service credit, net loss and initial obligation included in net
periodic benefit cost</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>45</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(17</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">42</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(18</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">24</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">31</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">20</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total defined benefit
plans</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>45</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(17</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(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">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">31</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized gain (loss) on
cash flow hedges:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized hedge gain
(loss) arising during period</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(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">6</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(20</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Reclassification
adjustment</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(9</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Net unrealized gain (loss)
on cash flow hedges</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">50</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(20</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">30</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total other comprehensive
income (loss)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,107</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(286</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>821</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">86</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(165</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(79</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(196</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(106</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(302</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="76%"></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Components of other
comprehensive income</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; FONT-SIZE: 6px">
<font size="1"> </font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="22" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Nine months
ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</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" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30, 2011</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Pre-tax<br />
amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Tax<br />
(expense)<br />
benefit</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">After-tax<br />
amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Pre-tax<br />
amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Tax<br />
(expense)<br />
benefit</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">After-tax<br />
amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign currency
translation adjustment arising during the period</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>40</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>36</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>76</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(27</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">(25</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized gain (loss) on
assets available-for-sale:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized gain (loss)
arising during period</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,644</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(572</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,072</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">531</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(207</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">324</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Reclassification
adjustment</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(112</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>38</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(74</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(51</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">23</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(28</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Net unrealized gain (loss)
on assets 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,532</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(534</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>998</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">480</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(184</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">296</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Defined benefit
plans:</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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Amortization of prior
service credit, net loss and initial obligation included in net
periodic benefit cost</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>131</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(52</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>79</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">85</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(31</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">54</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total defined benefit
plans</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>131</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(52</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>79</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">85</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">54</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized gain (loss) on
cash flow hedges:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized hedge gain
(loss) arising during period</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>12</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(21</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Reclassification
adjustment</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(5</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Net unrealized gain (loss)
on cash flow hedges</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">51</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(21</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">30</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total other comprehensive
income (loss)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,710</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(553</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,157</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">589</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(234</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">355</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
1183309000
210000000
<div>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: ARIAL" size="2"><b>Note 16 – Fair value
option</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">ASC 825 provides an option
to elect fair value as an alternative measurement for selected
financial assets, financial liabilities, unrecognized firm
commitments and written loan commitments.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following table
presents the assets and liabilities, by type, of consolidated
investment management funds recorded at fair value.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="72%"></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 style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Assets and liabilities
of consolidated investment</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>management funds, at
fair value</b></font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Assets of consolidated
investment management funds:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10,821</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,751</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>548</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">596</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total assets of
consolidated investment management funds</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>11,369</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11,347</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Liabilities of consolidated
investment management funds:</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading
liabilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10,018</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,053</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other
liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">32</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total liabilities of
consolidated investment management funds</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10,046</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,085</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">BNY Mellon values assets in
consolidated CLOs using observable market prices observed from the
secondary loan market. The returns to the note holders are solely
dependent on the assets and accordingly equal the value of those
assets. Mark-to-market best reflects the limited interest BNY
Mellon has in the economic performance of the consolidated CLOs.
Changes in the values of assets and liabilities are reflected in
the income statement as investment income (loss) from consolidated
investment management funds.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
<font size="1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">We have elected the fair
value option on $240 million of long-term debt in connection with
ASC 810. At Sept. 30, 2012, the fair value of this long-term debt
was $345 million. The long-term debt is valued using observable
market inputs and is included in Level 2 of the ASC 820
hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following table
presents the changes in fair value of the long-term debt included
in foreign exchange and other trading revenue in the consolidated
income statement.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="47%"></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="8"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Foreign
exchange and other trading revenue</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Quarter
ended</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Year-to-date</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term debt
<i>(a)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(42</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(19</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="21" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>The change in fair value
of the long-term debt is approximately offset by an economic hedge
included in trading.</i></font></td>
</tr>
</table>
</div>
-14000000
<div>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: ARIAL" size="2"><b>Note 6 – Goodwill and
intangible assets</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Impairment
testing</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Goodwill impairment testing
is performed at least annually at the reporting unit level.
Intangible assets not subject to amortization are tested annually
for impairment or more often if events or circumstances indicate
they may be impaired.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">BNY Mellon’s three
business segments include seven reporting units for which goodwill
impairment testing is performed on an annual basis. In the second
quarter of 2012, BNY Mellon conducted an annual goodwill impairment
test on all seven reporting units. The estimated fair value of the
seven reporting units exceeded the carrying value and no goodwill
impairment was recognized.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Goodwill</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The tables below provide a
breakdown of goodwill by business.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="73%"></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>
<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 style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Goodwill by
business</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Investment<br />
Management</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Investment<br />
Services</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Consolidated</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Balance at Dec. 31,
2011</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">9,373</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8,491</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">40</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">17,904</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange
translation</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">82</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other <i>(a)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Balance at Sept. 30,
2012</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9,434</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8,500</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>50</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>17,984</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Other changes in
goodwill include purchase price adjustments and certain other
reclassifications.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="68%"></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Goodwill by
business</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Investment<br />
Management</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Investment<br />
Services <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Other <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Consolidated</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Balance at Dec. 31,
2010</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">9,359</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8,515</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">168</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">18,042</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Acquisitions</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">10</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange
translation</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(19</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other <i>(b)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Balance at Sept. 30,
2011</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">9,357</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8,521</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">167</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">18,045</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes the
reclassification of goodwill associated with the Shareowner
Services business from Investment Services to the Other
segment.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Other changes in
goodwill include purchase price adjustments and certain other
reclassifications.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Intangible
assets</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The tables below provide a
breakdown of intangible assets by business.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="73%"></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>
<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 style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Intangible assets
– net carrying amount by business</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Investment<br />
Management</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Investment<br />
Services</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Consolidated</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Balance at Dec. 31,
2011</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">2,382</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,922</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">848</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,152</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Amortization</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">(144</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(144</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(288</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange
translation</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other <i>(a)</i></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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Balance at Sept. 30,
2012</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,254</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,779</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>849</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,882</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Other changes in
intangible assets include purchase price adjustments and certain
other reclassifications.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="69%"></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Intangible assets
– net carrying amount by business</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Investment<br />
Management</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Investment<br />
Services <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Consolidated</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Balance at Dec. 31,
2010</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">2,592</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,113</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">991</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,696</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Acquisitions</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Amortization</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">(161</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(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">(322</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange
translation</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">2</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Impairment</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">(6</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(6</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other <i>(b)</i></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">(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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Balance at Sept. 30,
2011</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,438</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,963</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">979</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,380</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes the
reclassification of intangible assets associated with the
Shareowner Services business from Investment Services to the Other
segment.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Other changes in
intangible assets include purchase price adjustments and certain
other reclassifications.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The table below provides a
breakdown of intangible assets by type.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="63%"></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>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></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 style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Intangible
assets</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="14" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31, 2011</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollar
amounts in millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Gross<br />
carrying<br />
amount</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Accumulated<br />
amortization</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Net<br />
carrying<br />
amount</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Remaining<br />
weighted-<br />
average<br />
amortization<br />
period</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Net</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">carrying<br />
amount</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Subject to
amortization:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Customer relationships -
Investment Management</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,115</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(1,328</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>787</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>12 yrs.</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">920</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Customer contracts -
Investment Services</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,351</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(971</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,380</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>12</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,517</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>132</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(105</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>27</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total subject to
amortization</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,598</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(2,404</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,194</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>12 yrs.</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,473</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Not subject to
amortization: <i>(a)</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Trade name</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,368</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,368</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,366</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Customer
relationships</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,320</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,320</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,313</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total not subject to
amortization</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,688</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,688</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,679</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total intangible
assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7,286</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(2,404</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,882</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,152</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Intangible assets not
subject to amortization have an indefinite life.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>N/A—Not
applicable.</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Estimated annual
amortization expense for current</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">intangibles for the next
five years is as follows:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="68%"></td>
<td valign="bottom" width="28%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">For the year
ended</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Dec.
31,</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Estimated amortization<br />
expense (in millions)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top" align="center">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">2012</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"> 384</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top" align="center">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">2013</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">335</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top" align="center">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">2014</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">299</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top" align="center">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">2015</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">267</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="center">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">2016</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">238</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
249000000
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following table
presents the assets and liabilities, by type, of consolidated
investment management funds recorded at fair value.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="72%"></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 style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Assets and liabilities
of consolidated investment</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>management funds, at
fair value</b></font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Assets of consolidated
investment management funds:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10,821</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,751</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>548</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">596</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total assets of
consolidated investment management funds</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>11,369</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11,347</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Liabilities of consolidated
investment management funds:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading
liabilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10,018</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,053</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other
liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">32</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total liabilities of
consolidated investment management funds</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10,046</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,085</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
2664000000
205000000
<div>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: ARIAL" size="2"><b>Note 13 – Preferred
stock</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The table below presents a
summary of BNY Mellon’s preferred stock, par value $0.01,
issued and outstanding at Sept. 30, 2012.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="11%"></td>
<td valign="bottom" width="2%"></td>
<td width="27%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td width="29%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="14">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Preferred stock
summary</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollars in millions,
unless otherwise noted)</i></font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Series</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Description</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Total shares<br />
issued and<br />
outstanding</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Liquidation<br />
preference<br />
per share<br /></b><i>(in dollars)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Carrying<br />
value at<br />
Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Per
annum dividend rate</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Dividends paid</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>per share in three<br />
months ended<br />
Sept. 30, 2012</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
dollars)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Series A</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Noncumulative</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Perpetual</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Preferred
Stock</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,001</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">500</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Greater of (i) three-month</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">LIBOR plus
0.565% for</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">the related
distribution</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">period; or (ii)
4.000%</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,022.22</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Series C</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Noncumulative</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Perpetual</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Preferred
Stock</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,500</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">536 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5.200%</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/A</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" 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: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="4%" align="left"><font style="FONT-FAMILY: Times New Roman" size="2"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="2"><i>The carrying value is
recorded net of issuance costs.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>N/A – The Series C
noncumulative perpetual preferred stock was issued after dividends
were declared in the third quarter of 2012.</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">On June 20, 2012, BNY
Mellon issued the Series A Noncumulative Perpetual Preferred Stock
(the “Series A preferred stock”) and on Sept. 19, 2012,
BNY Mellon issued 22 million Series C Depositary Shares, each
representing a 1/4,000th interest in a share of BNY Mellon’s
Series C preferred stock. Holders of these preferred stock issues
are entitled to receive dividends on each dividend payment date
(March 20, June 20, September 20 and
December 20 of each year), when, as and if declared by BNY
Mellon’s Board of Directors. BNY Mellon’s ability to
declare or pay dividends on, or purchase, redeem or otherwise
acquire, shares of our common stock or any of our shares that rank
junior to the preferred stock as to the payment of dividends and/or
the distribution of any assets on any liquidation, dissolution or
winding-up of BNY Mellon will be prohibited, subject to certain
restrictions, in the event that we do not declare and pay in full
preferred dividends for the then current dividend period of the
Series A preferred stock or the last preceding dividend period of
the Series C preferred stock. All of the outstanding shares of the
Series A preferred stock are owned by Mellon Capital IV, which will
pass through any dividend on the Series A preferred stock to the
holders of its Normal Preferred Capital Securities. All of the
outstanding shares of the Series C preferred stock are held by the
depositary of the depositary shares, which will pass through the
applicable portion of any dividend on the Series C Preferred Stock
to the holders of record of the depositary shares.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The preferred stock is not
subject to the operation of a sinking fund and is not convertible
into, or exchangeable for, shares of our common stock or any other
class or series of our other securities. Subject to the
restrictions in BNY Mellon’s 2007 replacement capital
covenant, we may redeem the Series A preferred stock, in whole or
in part, at our option. We may also, at our option, redeem the
shares of the Series C preferred stock in whole or in part, on or
after the dividend payment date in September 2017, or in whole
but not in part at any time within 90 days following a regulatory
capital treatment event (as defined in the Certificate of
Designations of the Series C preferred stock).</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The terms of the Series A
preferred stock and the Series C preferred stock are more fully
described in each of their Certificate of Designations, each of
which is filed as an Exhibit to this Form 10-Q.</font></p>
</div>
1157000000
1.51
76000000
<div>
<p style="margin-top:0px;margin-bottom:0px"><font style="font-family:Times New Roman" size="2">The following table provides
pre-tax net securities gains (losses) by type.</font></p>
<p style="font-size:12px;margin-top:0px;margin-bottom:0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" border="0" style="BORDER-COLLAPSE:COLLAPSE" align="center">
<tr>
<td width="53%"></td>
<td valign="bottom" width="8%"></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" style="BORDER-TOP:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>Net
securities gains (losses)</b></font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1">  </font></td>
<td colspan="2" valign="bottom" style="BORDER-TOP:1px solid #000000"> <font size="1"> </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1"> </font></td>
<td colspan="2" valign="bottom" style="BORDER-TOP:1px solid #000000"> <font size="1"> </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1"> </font></td>
<td colspan="2" valign="bottom" style="BORDER-TOP:1px solid #000000"> <font size="1"> </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" colspan="6" align="center" style="BORDER-TOP:1px solid #000000;border-bottom:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>Year-to-date</b></font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="2" align="center" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>3Q12</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" colspan="2" align="center" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">2Q12</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" colspan="2" align="center" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">3Q11</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" colspan="2" align="center" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>2012</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" colspan="2" align="center" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">2011</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Sovereign debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>15</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">61</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">-</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>83</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">U.S. Treasury</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>82</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>10</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>19</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">FDIC-insured debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>10</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Prime RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>(1</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>(3</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Alt-A RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>(2</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>(15</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Trust preferred</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>(18</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Subprime RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>(26</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">European floating rate
notes</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>(6</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>(29</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Agency RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top" style="BORDER-BOTTOM:1px solid #000000">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Other</font></p>
</td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>6</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">5</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">1</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>9</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">19</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top" style="BORDER-BOTTOM:1px solid #000000">
<p style="margin-left:2.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Net securities gains
(losses)</font></p>
</td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>22</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">50</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">(2</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">) </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>112</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">51</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
0.050
9906000000
-1243000000
38000000
6000000
1644000000
<div>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: ARIAL" size="2"><b>Note 8 – Net interest
revenue</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="68%"></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>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></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 style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Net interest
revenue</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Quarter ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Year-to-date</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> <br />
 </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  <br />
  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> <br />
 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">June 30,<br />
2012</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  <br />
  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> <br />
 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  <br />
  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> <br />
 </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  <br />
  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> <br />
 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  <br />
  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Interest
revenue</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Non-margin loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>167</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">169</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">168</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>505</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">510</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Margin loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>42</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>126</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">91</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Taxable</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>477</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">484</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">493</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,464</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,449</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Exempt from federal income
taxes</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>24</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">20</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>59</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">23</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Total securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>501</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">504</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,523</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,472</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Deposits in
banks</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>99</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">153</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>306</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">425</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Deposits with the Federal
Reserve and other central banks</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>33</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">47</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>115</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Federal funds sold and
securities purchased under resale agreements</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>26</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>27</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">19</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">16</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>63</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">55</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total interest
revenue</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>877</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">875</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">928</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,664</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,663</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Interest
expense</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>36</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">66</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>122</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">182</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Federal funds purchased and
securities sold under repurchase agreements</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading
liabilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>17</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other borrowed
funds</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>14</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Customer
payables</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term debt</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>82</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">84</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">74</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>259</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">225</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total interest
expense</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>128</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">141</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">153</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>416</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">459</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest
revenue</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>749</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">734</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">775</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,248</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,204</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
-74000000
2248000000
59000000
900000000
37158000000
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following table
presents a summary of our off-balance sheet credit risks, net of
participations.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Off-balance sheet credit
risks</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Dec 31,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Lending commitments
<i>(a)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>29,459</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28,406</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Standby letters of credit
<i>(b)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6,675</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6,707</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial letters of
credit</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>281</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Securities lending
indemnifications</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>259,416</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">268,812</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Support
agreements</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">63</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="21" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Net of participations
totaling $465 million at Sept. 30, 2012 and $326 million at Dec.
31, 2011.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="21" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Net of participations
totaling $917 million at Sept. 30, 2012 and $1.2 billion at Dec.
31, 2011.</i></font></td>
</tr>
</table>
</div>
-112000000
5000000
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following tables
present the financial instruments carried at fair value at Sept.
30, 2012 and Dec. 31, 2011, by caption on the consolidated balance
sheet and by ASC 820 valuation hierarchy (as described above). We
have included credit ratings information in certain of the tables
because the information indicates the degree of credit risk to
which we are exposed, and significant changes in ratings
classifications could result in increased risk for us. There were
no transfers between Level 1 and Level 2 during the third quarter
of 2012.</font></p>
<p style="BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 0px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Assets and liabilities
measured at fair value on a recurring basis at Sept. 30,
2012</b></font></p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="67%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollar amounts in millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Level 1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Level 2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Level 3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Netting <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Total carrying</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">value</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Available-for-sale
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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. Treasury</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">19,565</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">19,565</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. Government
agencies</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">1,086</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">1,086</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Sovereign 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">41</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">9,776</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">9,817</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">State and political
subdivisions <i>(b)</i></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">6,097</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">6,141</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Agency RMBS</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">35,074</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">35,074</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS</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">284</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">284</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS</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">760</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">760</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS</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">435</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">435</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other RMBS</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">2,751</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">2,751</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial MBS</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">3,241</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">3,241</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Asset-backed
CLOs</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">1,189</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">1,189</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other 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">1,892</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">1,892</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity
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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Money market funds
<i>(b)</i></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">1,608</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">1,608</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><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">1,863</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,863</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other debt
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">2,339</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">2,339</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign covered
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">1,896</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,980</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">3,876</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS
<i>(c)</i></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">2,012</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">2,012</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS
<i>(c)</i></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">1,063</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">1,063</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS
<i>(c)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">125</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">125</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Total
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">23,137</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">71,967</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">95,148</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading assets:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Debt and equity instruments
<i>(d)</i></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">1,137</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">3,962</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">5,149</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Derivative assets
<i>(e)</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest rate</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">130</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">23,964</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">N/A</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange</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">2,787</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">130</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">N/A</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">114</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">218</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">38</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/A</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Total derivative
assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,031</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">24,312</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">68</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(23,370</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,041</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Total trading
assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,168</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28,274</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">118</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(23,370</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">9,190</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other assets
<i>(f)</i></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">53</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">942</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,123</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Subtotal assets of
operations at fair value</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>27,358</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>101,183</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>290</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(23,370</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>105,461</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Percentage of assets prior
to netting</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">21</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">79</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Assets of consolidated
investment management funds:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading 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">167</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,654</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">10,821</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">415</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">133</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">548</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total assets of
consolidated investment management funds</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">582</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,787</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11,369</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Total
assets</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>27,940</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>111,970</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>290</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(23,370</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>116,830</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Percentage of assets prior
to netting</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">20</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">80</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading
liabilities:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Debt and equity
instruments</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">973</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">846</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">1,819</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Derivative liabilities
<i>(e)</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest rate</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">24,720</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">232</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/A</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange</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">2,820</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">85</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">N/A</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">77</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">328</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">68</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/A</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Total derivative
liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,897</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">25,133</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">300</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(22,395</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,935</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Total trading
liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,870</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">25,979</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">300</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(22,395</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,754</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term debt
<i>(b)</i></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">345</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">345</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other liabilities
<i>(g)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">366</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">444</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">810</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Subtotal liabilities at
fair value</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,236</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>26,768</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>300</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(22,395</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8,909</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Percentage of liabilities
prior to netting</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">85</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Liabilities of consolidated
investment management funds:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading
liabilities</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">10,018</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">10,018</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other
liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total liabilities of
consolidated investment management funds</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,046</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,046</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Total
liabilities</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,236</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>36,814</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>300</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(22,395</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>18,955</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Percentage of liabilities
prior to netting</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">89</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 3px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>ASC 815 permits the
netting of derivative receivables and derivative payables under
legally enforceable master netting agreements and permits the
netting of cash collateral. Netting cannot be disaggregated by
product.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes certain
interests in securitizations.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(c)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Previously included in
the Grantor Trust.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(d)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes loans
classified as trading assets and certain interests in
securitizations.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(e)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>The Level 1, 2 and 3
fair values of derivative assets and derivative liabilities are
presented on a gross basis.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(f)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes private equity
investments, seed capital, a brokerage account, and derivatives in
designated hedging relationships.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(g)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes the fair value
adjustment for certain unfunded lending-related commitments and
derivatives in designated hedging relationships and support
agreements.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="69%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="16" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Assets and liabilities measured at fair value on a
recurring basis at Dec. 31, 2011</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollar amounts in millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Level 1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Level 2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Level 3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Netting <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Total carrying</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">value</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Available-for-sale
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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. Treasury</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">17,326</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">17,326</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. Government
agencies</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">958</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">958</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Sovereign 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">44</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11,910</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">11,954</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">State and political
subdivisions <i>(b)</i></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">2,694</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,739</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Agency RMBS</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">26,796</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">26,796</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS</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">273</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">273</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS</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">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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">815</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS</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">418</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">418</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other RMBS</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">903</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">903</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial MBS</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">3,339</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">3,339</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Asset-backed
CLOs</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">1,444</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">1,444</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other 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">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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">532</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity
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">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">21</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">30</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Money market funds
<i>(b)</i></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">973</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">973</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><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">1,738</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">1,738</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other debt
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">2,622</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">2,625</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign covered
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">1,820</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">605</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">2,425</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS
<i>(c)</i></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">1,879</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">1,879</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS
<i>(c)</i></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">1,175</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,175</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS
<i>(c)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">125</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">125</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Total
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">20,172</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">58,247</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">48</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">78,467</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading assets:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Debt and equity instruments
<i>(d)</i></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">485</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,655</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,203</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Derivative assets
<i>(e)</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest rate</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">164</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">26,434</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">54</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/A</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange</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">4,519</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">N/A</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity</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">91</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">284</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">N/A</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/A</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Total derivative
assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,774</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">26,834</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">97</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(26,047</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,658</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Total trading
assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,259</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28,489</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">160</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(26,047</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,861</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Loans</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">10</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">10</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other assets
<i>(f)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">672</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,019</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">157</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,848</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Subtotal assets of
operations at fair value</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>26,103</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>87,765</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>365</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(26,047</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>88,186</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Percentage of assets prior
to netting</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">23</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">77</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Assets of consolidated
investment management funds:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading 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">323</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,428</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">10,751</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">453</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">143</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">596</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total assets of
consolidated investment management funds</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">776</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,571</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11,347</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Total
assets</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>26,879</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>98,336</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>365</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(26,047</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>99,533</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Percentage of assets prior
to netting</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">22</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">78</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading
liabilities:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Debt and equity
instruments</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">418</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">537</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">955</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Derivative
liabilities<i>(e)</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest rate</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">27,201</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">239</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/A</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange</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">4,311</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">N/A</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">55</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">200</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">75</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/A</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Total derivative
liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,366</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">27,445</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">314</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(25,009</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,116</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Total trading
liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,784</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">27,982</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">314</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(25,009</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8,071</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term debt
<i>(b)</i></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">326</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">326</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other liabilities
<i>(g)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">368</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">382</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Subtotal liabilities at
fair value</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,798</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28,676</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>314</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(25,009</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8,779</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Percentage of liabilities
prior to netting</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">85</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Liabilities of consolidated
investment management funds:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading
liabilities</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">10,053</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">10,053</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other
liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">30</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">32</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total liabilities of
consolidated investment management funds</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,083</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,085</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Total
liabilities</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,800</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>38,759</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>314</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(25,009</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>18,864</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Percentage of liabilities
prior to netting</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">88</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>ASC 815 permits the
netting of derivative receivables and derivative payables under
legally enforceable master netting agreements and permits the
netting of cash collateral. Netting cannot be disaggregated by
product.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes certain
interests in securitizations.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(c)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Previously included in
the Grantor Trust.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(d)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes loans
classified as trading assets and certain interests in
securitizations.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(e)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>The Level 1, 2 and 3
fair values of derivative assets and derivative liabilities are
presented on a gross basis.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(f)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes private equity
investments, seed capital, a brokerage account, and derivatives in
designated hedging relationships.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(g)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes the fair value
adjustment for certain unfunded lending-related commitments and
derivatives in designated hedging relationships and support
agreements.</i></font></td>
</tr>
</table>
</div>
<div>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following table shows
the maturity distribution by carrying amount and yield (on a tax
equivalent basis) of our investment securities portfolio at Sept.
30, 2012.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="40%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Maturity distribution and yield on<br />
investment securities</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. Treasury</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">U.S.</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">Government<br />
agency</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">State and political<br />
subdivisions</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Other bonds, notes<br />
and debentures</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Mortgage/</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">asset-backed and</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">equity securities</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollars in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Yield <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Yield<i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Yield <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Yield <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Yield <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Securities
available-for-sale:</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>
<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"><font style="FONT-FAMILY: Times New Roman" size="1">One year or less</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">174</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">0.74</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">50</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1.26</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">138</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1.16</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,717</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1.09</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,079</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top"><font style="FONT-FAMILY: Times New Roman" size="1">Over 1 through 5 years</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14,241</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">0.77</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">961</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1.63</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">2,777</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1.67</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11,328</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">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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>29,307</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top"><font style="FONT-FAMILY: Times New Roman" size="1">Over 5 through 10 years</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,636</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">3.06</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2.06</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,687</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3.07</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,749</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">2.73</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7,147</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top"><font style="FONT-FAMILY: Times New Roman" size="1">Over 10 years</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,514</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3.12</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">539</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3.94</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6.91</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,154</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top"><font style="FONT-FAMILY: Times New Roman" size="1">Mortgage-backed securities</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">45,745</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2.87</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>45,745</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top"><font style="FONT-FAMILY: Times New Roman" size="1">Asset-backed securities</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,081</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">1.42</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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3,081</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font style="FONT-FAMILY: Times New Roman" size="1">Equity
securities <i>(b)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,635</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,635</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">19,565</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1.38</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,086</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1.65</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6,141</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2.47</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">17,895</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1.52</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">50,461</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2.69</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>95,148</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Securities held-to-maturity:</b></font></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>
<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"><font style="FONT-FAMILY: Times New Roman" size="1">One year or less</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">6.54</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">0.24</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top"><font style="FONT-FAMILY: Times New Roman" size="1">Over 1 through 5 years</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">711</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1.49</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>711</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top"><font style="FONT-FAMILY: Times New Roman" size="1">Over 5 through 10 years</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">365</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2.65</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">6.67</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>390</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top"><font style="FONT-FAMILY: Times New Roman" size="1">Over 10 years</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">6.65</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>43</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font style="FONT-FAMILY: Times New Roman" size="1">Mortgage-backed
securities</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,745</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2.94</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7,745</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,076</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1.89</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">69</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6.66</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">0.24</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,745</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2.94</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8,893</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Yields are based upon
the amortized cost of securities.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes money market
funds.</i></font></td>
</tr>
</table>
</div>
8508000000
7000000
<div>
<p style="margin-top:12px;margin-bottom:0px"><font style="font-family:Times New Roman" size="2">The following table presents
TDRs that occurred during the third quarter of 2012.</font></p>
<p style="font-size:12px;margin-top:0px;margin-bottom:0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" border="0" style="BORDER-COLLAPSE:COLLAPSE" align="center">
<tr>
<td width="48%"></td>
<td valign="bottom" width="15%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="15%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="15%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom" colspan="12" style="BORDER-TOP:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>TDRs during the third
quarter of 2012</b></font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td colspan="2" valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="6" align="center" style="border-bottom:1px solid #000000"><font style="font-family:Times New Roman" size="1">Outstanding</font><br />
<font style="font-family:Times New Roman" size="1">recorded investment</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font style="font-family:Times New Roman" size="1">(dollars in millions)</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="font-family:Times New Roman" size="1">Number of<br />
contracts</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="font-family:Times New Roman" size="1">Pre-<br />
modification</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="font-family:Times New Roman" size="1">Post-<br />
modification</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top" style="BORDER-TOP:1px solid #000000">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Other residential
mortgages</font></p>
</td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">48</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-TOP:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">14</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-TOP:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">14</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-TOP:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top" style="BORDER-BOTTOM:1px solid #000000">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Wealth management loans and
mortgages</font></p>
</td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">4</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">2</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">2</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top" style="BORDER-BOTTOM:1px solid #000000">
<p style="margin-left:3.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Total TDRs</font></p>
</td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>52</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>16</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>16</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
</div>
9000000
<div>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: ARIAL" size="2"><b>Note 2 – Accounting changes
and new accounting guidance</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>ASU 2011-04 –
Amendments to Achieve Common Fair Value Measurement and Disclosure
Requirements in U.S. GAAP and IFRSs</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">In May 2011, the FASB
issued ASU 2011-04, “Amendments to Achieve Common Fair Value
Measurement and Disclosure Requirements in U.S. GAAP and
IFRSs.” This ASU intends to improve consistency in the
application of fair value measurement and disclosure requirements
in U.S. GAAP and IFRS. The ASU clarifies the application of
existing fair value measurement and disclosure requirements
including 1) the application of concepts of highest and best use
and valuation premise in a fair value measurement are relevant only
when measuring the fair value of non-financial assets and are not
relevant when measuring the fair value of financial assets or any
liabilities, 2) measuring the fair value of an instrument
classified in shareholders’ equity from the perspective of a
market participant that holds that instrument as an asset, and 3)
disclosures about quantitative information regarding the
unobservable inputs used in a fair value measurement that is
categorized within Level 3 of the fair value hierarchy. This ASU
also requires the disclosure of the level of the fair value
hierarchy for financial instruments not reported at fair value on
the balance sheet. This ASU did not impact our results of
operations. See Note 15 “Fair value measurement” for
the disclosures.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>ASU 2011-05 –
Presentation of Comprehensive Income</i></font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">In June 2011, the FASB
issued ASU 2011-05, “Presentation of Comprehensive
Income.” This ASU increased the prominence of other
comprehensive income in the financial statements. The guidance
eliminated the option to present comprehensive income and its
components in the Statement of Changes in Shareholders’
Equity, and requires the disclosure of comprehensive income and its
components in one of two ways: a single continuous statement or in
two separate but consecutive statements. The single continuous
statement presents other comprehensive income and its components on
the income statement. Under the two-statement approach, the first
statement would include components of net income and the second
statement would include other comprehensive income and its
components. The ASU did not change the components of other
comprehensive income. This ASU did not impact our results of
operations. BNY Mellon adopted the two-statement approach. See the
Consolidated Comprehensive Income Statement and Note 14
“Other comprehensive income” for the
disclosures.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>ASU 2011-08 - Testing
Goodwill for Impairment</i></font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">In September 2011, the FASB
issued ASU 2011-08, “Testing Goodwill for Impairment”,
which amended the guidance in ASC 350 for goodwill impairment. This
ASU permits entities performing goodwill impairment tests the
option of performing a qualitative assessment before calculating
the fair value of the reporting unit (i.e., Step 1 of the goodwill
impairment test). If entities determine, on the basis of
qualitative factors, that the fair value of the reporting unit is
more likely than not less than the carrying amount, the two-step
impairment test would be required. The ASU did not change how
goodwill was calculated or assigned to reporting units, or the
annual goodwill impairment testing requirement. In addition, the
ASU does not amend the requirement to perform interim goodwill
impairment tests if events or circumstances warrant; however, it
does revise the examples of events and circumstances that an entity
should consider. The amendments were effective for annual and
interim goodwill impairment tests performed for fiscal years
beginning after Dec. 15, 2011.</font></p>
</div>
1181614000
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: ARIAL" size="2"><b>Note 11 – Income
taxes</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The statutory federal
income tax rate is reconciled to our effective income tax rate
below:</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="72%"></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Effective
tax rate</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Nine months
ended</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Federal rate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>35.0</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">35.0</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">State and local income
taxes, net of federal income tax benefit</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2.3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3.0</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Tax credits</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(5.0</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(1.9</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Tax-exempt
income</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(3.6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(2.6</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign
operations</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(5.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(3.8</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other –
net</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(0.3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(1.1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Effective tax
rate</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>23.3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28.6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Our total tax reserves as
of Sept. 30, 2012 were $323 million compared with $263 million at
June 30, 2012. If these tax reserves were unnecessary, $323
million would affect the effective tax rate in future periods. We
recognize accrued interest and penalties, if applicable, related to
income taxes in income tax expense. Included in the balance sheet
as of Sept. 30, 2012 is accrued interest, where applicable, of $35
million. The additional tax expense related to interest for the
nine months ended Sept. 30, 2012 was $10 million compared with $5
million for the nine months ended Sept. 30, 2011.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">As previously disclosed, on
Nov. 10, 2009, BNY Mellon filed a petition with the U.S. Tax Court
challenging the IRS’ disallowance of certain foreign tax
credits claimed for the 2001 and 2002 tax years. The aggregate tax
for all of the years in question is approximately $900 million,
including interest. BNY Mellon continues to believe the tax
treatment of the transaction was consistent with statutory and
judicial authority existing at the time of the transaction. Trial
was held from April 16 to May 17, 2012. See Note 18 of
the Notes to Consolidated Financial Statements for additional
information. The U.S. Tax Court could reach a decision within the
next 12 months. If there is an adverse decision, BNY Mellon will be
required to re-evaluate its uncertain tax position with respect to
this matter.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Pursuant to ASC 740 (FASB
Interpretation 48), it is reasonably possible the total reserve for
uncertain tax positions could increase within the next 12 months by
an amount up to $837 million as a result of the above matter and
adjustments related to tax years that are still subject to
examination.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Our federal income tax
returns are closed to examination for all periods through 2002. The
years 2003 through 2006 remain open to examination. The years 2007
and 2008 are closed for further examination, however one matter is
before the Internal Revenue Service (“IRS”) appeals.
Our New York State and New York City income tax returns are closed
to examination through 2010. Our United Kingdom income tax returns
are closed to examination through 2008.</font></p>
</div>
3
-1013000000
10031000
0.350
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Basis of
presentation</i></font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The accounting and
financial reporting policies of BNY Mellon, a global financial
services company, conform to U.S. generally accepted accounting
principles (“GAAP”) and prevailing industry
practices.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The accompanying
consolidated financial statements are unaudited. In the opinion of
management, all adjustments necessary for a fair presentation of
financial position, results of operations and cash flows for the
periods have been made. These financial statements should be read
in conjunction with BNY Mellon’s Annual Report on Form 10-K
for the year ended Dec. 31, 2011. Certain immaterial
reclassifications have been made to prior periods to place them on
a basis comparable with current period presentation.</font></p>
</div>
11000000
52000000
10873000000
-131000000
<div>
<p style="margin-top:12px;margin-bottom:0px"><font style="font-family:Times New Roman" size="2">The table below sets forth
information about our past due loans.</font></p>
<p style="font-size:12px;margin-top:0px;margin-bottom:0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" border="0" style="BORDER-COLLAPSE:COLLAPSE" align="center">
<tr>
<td width="65%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b>Past due loans and still accruing</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="14" align="center" style="border-bottom:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>Sept. 30,
2012</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="14" align="center" style="border-bottom:1px solid #000000"><font style="font-family:Times New Roman" size="1">Dec. 31, 2011</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" colspan="10" align="center" style="border-bottom:1px solid #000000"><font style="font-family:Times New Roman" size="1">Days past due</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="font-family:Times New Roman" size="1">Total</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="10" align="center" style="border-bottom:1px solid #000000"><font style="font-family:Times New Roman" size="1">Days past due</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="font-family:Times New Roman" size="1">Total</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="2" nowrap="nowrap" align="center" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">30-59</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="2" nowrap="nowrap" align="center" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">60-89</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="2" align="center" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">>90</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">past due</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="2" nowrap="nowrap" align="center" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">30-59</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="2" nowrap="nowrap" align="center" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">60-89</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="2" align="center" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">>90</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">past due</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Domestic:</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>
<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:2.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Wealth management loans and
mortgages</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>33</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>22</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>5</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>60</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">89</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">3</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">-</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">92</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:2.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Other residential
mortgages</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>49</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>5</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>9</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>63</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">59</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:2.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Financial
institutions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:2.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Commercial</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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">60</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top" style="BORDER-BOTTOM:1px solid #000000">
<p style="margin-left:2.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Commercial real
estate</font></p>
</td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">7</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">8</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">-</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">15</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">47</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">9</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">-</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">56</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:3.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Total domestic</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>89</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>35</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>14</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>138</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">268</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">310</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top" style="BORDER-BOTTOM:1px solid #000000">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Foreign</font></p>
</td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">-</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">-</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">-</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">-</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top" style="BORDER-BOTTOM:1px solid #000000">
<p style="margin-left:3.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Total past due
loans</font></p>
</td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>89</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>35</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>14</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>138</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">268</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">29</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">13</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">310</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
<div>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="33%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td width="16%"></td>
<td valign="bottom" width="3%"></td>
<td width="30%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="12"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Quantitative information about Level 3 fair value
measurements of assets</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollars in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair value at<br />
Sept. 30, 2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Valuation techniques</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Unobservable input</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Range</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b><u>Measured on a
recurring basis:</u></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"><font size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Available-for-sale
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"><font size="1">  </font></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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">State and political
subdivisions</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>44</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Discounted cash flow</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Expected credit
loss</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8%-36%</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading assets:</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"><font size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Debt and equity
instruments:</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"><font size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Structured debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>30</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Option pricing
model <i>(a)</i></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Correlation
risk</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" nowrap="nowrap" 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>
</tr>
<tr>
<td valign="top"></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"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term foreign exchange
volatility</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12%-17%</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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Distressed debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>20</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Discounted cash
flow</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Expected
maturity</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2-10 years</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Credit spreads</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">200-825 bps</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Derivative
assets:</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"><font size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest rate:</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"><font size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Structured foreign exchange
swaptions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>29</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Option pricing model <i>(a)</i></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Correlation
risk</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">0%-25%</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top"></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"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term foreign exchange
volatility</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12%-17%</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange
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"><font size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term foreign exchange
options</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Option pricing model <i>(a)</i></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term foreign exchange
volatility</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" nowrap="nowrap" 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity:</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"><font size="1">  </font></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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity options</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>38</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Option pricing model <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term equity
volatility</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">23%-32%</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b><u>Measured on a
nonrecurring basis:</u></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"><font size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Discounted cash
flows</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Timing of sale</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">0-24 months</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top"></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"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Cap rate</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5.5%-8.0%</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Cost to
complete/sell</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">0%-28%</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td height="13"></td>
<td height="13" colspan="4"></td>
<td height="13" colspan="2"></td>
<td height="13" colspan="2"></td>
<td height="13" colspan="4"></td>
</tr>
</table>
</div>
0.39
-312000000
7000000
2384000000
<div>
<p style="margin-top:12px;margin-bottom:0px"><font style="font-family:Times New Roman" size="2">The following tables present
the amortized cost, the gross unrealized gains and losses and the
fair value of securities at Sept. 30, 2012 and Dec. 31,
2011.</font></p>
<p style="font-size:12px;margin-top:0px;margin-bottom:0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" border="0" style="BORDER-COLLAPSE:COLLAPSE" align="center">
<tr>
<td width="39%"></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="5%"></td>
<td width="7%"></td>
</tr>
<tr>
<td valign="top" colspan="4" style="BORDER-TOP:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>Securities at
Sept. 30, 2012</b></font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="6" align="center" style="BORDER-TOP:1px solid #000000"><font style="font-family:Times New Roman" size="1">Gross</font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1">  </font></td>
<td colspan="2" valign="bottom" style="BORDER-TOP:1px solid #000000"> <font size="1"> </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="top" colspan="2" align="right"><font style="font-family:Times New Roman" size="1">Amortized</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="top" colspan="6" align="center" style="border-bottom:1px solid #000000"><font style="font-family:Times New Roman" size="1">unrealized</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="top" colspan="2" align="right"><font style="font-family:Times New Roman" size="1">Fair</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top" nowrap="nowrap" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="top" colspan="2" align="right" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">cost</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="top" colspan="2" align="center" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">Gains</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="top" colspan="2" align="center" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">Losses</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="top" colspan="2" align="right" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">value</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1"><b>Available-for-sale:</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>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">U.S. Treasury</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>19,012</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>553</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>19,565</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">U.S. Government
agencies</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>1,055</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>31</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>1,086</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">State and political
subdivisions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>6,044</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>130</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>33</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>6,141</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Agency RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>34,070</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>1,011</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>7</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>35,074</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Alt-A RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>261</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>40</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>17</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>284</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Prime RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>774</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>8</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>22</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>760</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Subprime RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>530</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>4</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>99</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>435</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Other RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>2,850</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>39</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>138</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>2,751</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Commercial MBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>3,138</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>161</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>58</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>3,241</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Asset-backed CLOs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>1,200</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>4</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>15</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>1,189</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Other 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>1,879</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>15</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>2</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>1,892</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Foreign covered
bonds</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>3,760</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>116</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>3,876</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>1,786</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>79</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>2</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>1,863</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Other debt
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>11,830</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>328</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>2</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td nowrap="nowrap" valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>12,156 </b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><i>(a)</i><b> </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Equity securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>24</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>3</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>27</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Money market
funds</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>1,608</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>1,608</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Alt-A RMBS
<i>(b)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>1,625</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>393</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>6</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>2,012</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Prime RMBS
<i>(b)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>885</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>180</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>2</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>1,063</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Subprime RMBS
<i>(b)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>113</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>12</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>125</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top" nowrap="nowrap" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<p style="margin-left:2.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Total securities
available-for-sale</font></p>
</td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>92,444</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>3,107</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>403</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>95,148</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1"><b>Held-to-maturity:</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>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">U.S. Treasury</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>1,012</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>64</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>1,076</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">State and political
subdivisions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>67</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>2</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>69</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Agency RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>6,228</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>160</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>6,388</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Alt-A RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>118</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>8</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>9</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>117</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Prime RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>103</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>1</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>1</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>103</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Subprime RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>27</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>2</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>25</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Other RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>1,118</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>40</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>70</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>1,088</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Commercial MBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>26</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>2</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>24</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Other securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>3</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>-</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>3</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<p style="margin-left:2.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Total securities
held-to-maturity</font></p>
</td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>8,702</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>275</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>84</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>8,893</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top" style="BORDER-BOTTOM:1px solid #000000">
<p style="margin-left:3.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Total securities</font></p>
</td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>101,146</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>3,382</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>487</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>104,041</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
</table>
<table style="BORDER-COLLAPSE:COLLAPSE" border="0" cellpadding="0" cellspacing="0" width="100%">
<tr>
<td width="21" valign="top" align="left"><font style="font-family:Times New Roman" size="1"><i>(a)</i></font></td>
<td align="left" valign="top"><font style="font-family:Times New Roman" size="1"><i>Includes $9.8 billion, at
fair value, of government-sponsored and guaranteed entities, and
sovereign debt.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE:COLLAPSE" border="0" cellpadding="0" cellspacing="0" width="100%">
<tr>
<td width="21" valign="top" align="left"><font style="font-family:Times New Roman" size="1"><i>(b)</i></font></td>
<td align="left" valign="top"><font style="font-family:Times New Roman" size="1"><i>Previously included in
the Grantor Trust. The Grantor Trust was dissolved in the first
quarter of 2011.</i></font></td>
</tr>
</table>
<p style="font-size:1px;margin-top:12px;margin-bottom:0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" border="0" style="BORDER-COLLAPSE:COLLAPSE" align="center">
<tr>
<td width="49%"></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="top" nowrap="nowrap" style="BORDER-TOP:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>Securities at Dec. 31,
2011</b></font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right" style="BORDER-TOP:1px solid #000000"><font style="font-family:Times New Roman" size="1">Amortized</font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="6" align="center" style="BORDER-TOP:1px solid #000000;border-bottom:1px solid #000000">
<font style="font-family:Times New Roman" size="1">Gross</font><br />
<font style="font-family:Times New Roman" size="1">unrealized</font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right" style="BORDER-TOP:1px solid #000000"><font style="font-family:Times New Roman" size="1">Fair</font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom" nowrap="nowrap" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">cost</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">Gains</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="2" align="center" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">Losses</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">value</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1"><b>Available-for-sale:</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>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">U.S. Treasury</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">16,814</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">514</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">2</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">17,326</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">U.S. Government
agencies</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">932</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">958</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">State and political
subdivisions</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">2,724</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">2,739</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Agency RMBS</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">26,232</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">575</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">26,796</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Alt-A RMBS</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">306</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">273</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Prime RMBS</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">916</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">815</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Subprime RMBS</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">606</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">190</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">418</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Other RMBS</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">1,133</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">230</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">903</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Commercial MBS</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">3,327</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">89</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">77</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">3,339</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Asset-backed CLOs</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">1,480</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">1,444</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Other 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">527</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Foreign covered
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">2,410</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">2,425</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><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">1,696</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">1,738</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Other debt
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">14,320</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">292</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td nowrap="nowrap" valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">14,579 </font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><i>(a)</i> </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Equity 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</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Money market
funds</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">973</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">973</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Alt-A RMBS
<i>(b)</i></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">1,790</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">157</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">68</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">1,879</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Prime RMBS
<i>(b)</i></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">1,090</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">106</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">1,175</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top" style="BORDER-BOTTOM:1px solid #000000">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Subprime RMBS
<i>(b)</i></font></p>
</td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">122</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">6</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">3</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">125</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top" style="BORDER-BOTTOM:1px solid #000000">
<p style="margin-left:2.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Total securities
available-for-sale</font></p>
</td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">77,424</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">1,917</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">874</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">78,467</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1"><b>Held-to-maturity:</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>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">U.S. Treasury</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">813</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">53</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">866</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">State and political
subdivisions</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">100</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">103</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Agency RMBS</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">658</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">697</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Alt-A RMBS</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">153</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">138</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Prime RMBS</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">121</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">111</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Subprime RMBS</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">28</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Other RMBS</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">1,617</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">1,571</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Commercial MBS</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">28</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top" style="BORDER-BOTTOM:1px solid #000000">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Other securities</font></p>
</td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">3</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">-</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">-</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">3</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top" style="BORDER-BOTTOM:1px solid #000000">
<p style="margin-left:2.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Total securities
held-to-maturity</font></p>
</td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">3,521</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">146</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">127</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">3,540</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top" style="BORDER-BOTTOM:1px solid #000000">
<p style="margin-left:2.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Total securities</font></p>
</td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">80,945</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">2,063</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">1,001</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">82,007</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE:COLLAPSE" border="0" cellpadding="0" cellspacing="0" width="100%">
<tr>
<td width="21" valign="top" align="left"><font style="font-family:Times New Roman" size="1"><i>(a)</i></font></td>
<td align="left" valign="top"><font style="font-family:Times New Roman" size="1"><i>Includes $13.1 billion,
at fair value, of government-sponsored and guaranteed entities, and
sovereign debt.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE:COLLAPSE" border="0" cellpadding="0" cellspacing="0" width="100%">
<tr>
<td width="21" valign="top" align="left"><font style="font-family:Times New Roman" size="1"><i>(b)</i></font></td>
<td align="left" valign="top"><font style="font-family:Times New Roman" size="1"><i>Previously included in
the Grantor Trust. The Grantor Trust was dissolved in the first
quarter of 2011.</i></font></td>
</tr>
</table>
</div>
<div>
<p style="margin-top:0px;margin-bottom:0px"><font style="font-family:Times New Roman" size="1"><b>Net securities gains
(losses)</b></font></p>
<table cellspacing="0" cellpadding="0" width="100%" border="0" style="BORDER-COLLAPSE:COLLAPSE" align="center">
<tr>
<td width="47%"></td>
<td valign="bottom" width="9%"></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>
<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" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="2" align="center" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>3Q12</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" colspan="2" align="center" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">2Q12</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" colspan="2" align="center" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">3Q11</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" colspan="2" align="center" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>YTD12</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" colspan="2" align="center" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">YTD11</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Realized gross
gains</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>32</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">122</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">6</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>216</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">92</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Realized gross
losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>(4</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>(9</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td valign="top" style="BORDER-BOTTOM:1px solid #000000">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Recognized gross
impairments</font></p>
</td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>(6</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">(67</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">) </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">(6</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">) </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>(95</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">(19</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td valign="top" style="BORDER-BOTTOM:1px solid #000000">
<p style="margin-left:2.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Total net securities gains
(losses)</font></p>
</td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>22</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">50</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">(2</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">) </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>112</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">51</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
6180000000
-9000000
-534000000
5000000
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Revenue from foreign
exchange and other trading included the following:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="52%"></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="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="6%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="12"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Foreign
exchange and other trading revenue</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Year-to-date</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>121</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">157</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">221</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>414</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">578</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other trading
revenue:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Fixed income</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>54</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>117</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Credit derivatives/other
<i>(a)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>22</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total other trading
revenue</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>61</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">23</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(21</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>139</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">42</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>182</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">180</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">200</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>553</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">620</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="21" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Credit derivatives are
used as economic hedges of loans.</i></font></td>
</tr>
</table>
</div>
1004000000
33000000
52000000
-5000000
1268000000
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: ARIAL" size="2"><b>Note 18 – Commitments and
contingent liabilities</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">In the normal course of
business, various commitments and contingent liabilities are
outstanding which are not reflected in the accompanying
consolidated balance sheets.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Our significant trading and
off-balance sheet risks are foreign currency and interest rate risk
management products, commercial lending commitments, letters of
credit, securities lending indemnifications and support agreements.
We assume these risks to reduce interest rate and foreign currency
risks, to provide customers with the ability to meet credit and
liquidity needs and to hedge foreign currency and interest rate
risks. These items involve, to varying degrees, credit, foreign
exchange, and interest rate risk not recognized in the balance
sheet. Our off-balance sheet risks are managed and monitored in
manners similar to those used for on-balance sheet risks.
Significant industry concentrations related to credit exposure at
Sept. 30, 2012 are disclosed in the Financial institutions
portfolio exposure table and the Commercial portfolio exposure
table below.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="55%"></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Financial
institutions</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>portfolio
exposure</b></font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
billions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Loans</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Unfunded<br />
commitments</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Total<br />
exposure</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Banks</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6.3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8.4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Securities
industry</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3.2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5.3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Asset managers</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3.6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4.7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Insurance</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>0.2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4.4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4.6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Government</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1.7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1.7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>0.2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1.3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1.5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>11.0</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>15.2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>26.2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="53%"></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Commercial portfolio exposure</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
billions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Loans</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Unfunded<br />
commitments</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Total<br />
exposure</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Manufacturing</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>0.4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5.4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5.8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Energy and
utilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>0.2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5.4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5.6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Services and
other</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>0.5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5.0</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5.5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Media and
telecom</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>0.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1.6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1.7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1.2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>17.4</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>18.6</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Major concentrations in
securities lending are primarily to broker-dealers and are
generally collateralized with cash. Securities lending transactions
are discussed below.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following table
presents a summary of our off-balance sheet credit risks, net of
participations.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Off-balance sheet credit
risks</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Dec 31,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Lending commitments
<i>(a)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>29,459</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28,406</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Standby letters of credit
<i>(b)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6,675</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6,707</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial letters of
credit</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>281</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Securities lending
indemnifications</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>259,416</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">268,812</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Support
agreements</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">63</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="21" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Net of participations
totaling $465 million at Sept. 30, 2012 and $326 million at Dec.
31, 2011.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="21" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Net of participations
totaling $917 million at Sept. 30, 2012 and $1.2 billion at Dec.
31, 2011.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Included in lending
commitments are facilities that provide liquidity for variable rate
tax-exempt securities wrapped by monoline insurers. The credit
approval for these facilities is based on an assessment of the
underlying tax-exempt issuer and considers factors other than the
financial strength of the monoline insurer.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The total potential loss on
undrawn lending commitments, standby and commercial letters of
credit, and securities lending indemnifications is equal to the
total notional amount if drawn upon, which does not consider the
value of any collateral.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Since many of the
commitments are expected to expire without being drawn upon, the
total amount does not necessarily represent future cash
requirements. A summary of lending commitment maturities is as
follows: $8.4 billion less than one year, $20.8 billion in one to
five years, and $250 million over five years.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Standby letters of credit
(“SBLC”) principally support corporate obligations. As
shown in the off-balance sheet credit risks table, the maximum
potential exposure of SBLCs was $6.7 billion at Sept. 30, 2012 and
$6.7 billion at Dec. 31, 2011, and includes $688 million and $485
million that were collateralized with cash and securities at Sept.
30, 2012 and Dec. 31, 2011, respectively. At Sept. 30, 2012,
approximately $4.2 billion of the SBLCs will expire within one year
and $2.5 billion in one to five years.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">We must recognize, at the
inception of standby letters of credit and foreign and other
guarantees, a liability for the fair value of the obligation
undertaken in issuing the guarantee. As required by ASC 460 –
<i>Guarantees</i>, the fair value of the liability, which was
recorded with a corresponding asset in other assets, was estimated
as the present value of contractual customer fees.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The estimated liability for
losses related to these commitments and SBLCs, if any, is included
in the allowance for lending-related commitments. The allowance for
lending-related commitments was $117 million at Sept. 30, 2012 and
$103 million at Dec. 31, 2011.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Payment/performance risk of
SBLCs is monitored using both historical performance and internal
ratings criteria. BNY Mellon’s historical experience is that
SBLCs typically expire without being funded. SBLCs below investment
grade are monitored closely for payment/performance risk. The table
below shows SBLCs by investment grade:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="73%"></td>
<td valign="bottom" width="13%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Standby letters of credit</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Investment grade</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>92</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">91</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Noninvestment
grade</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">9</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">A commercial letter of
credit is normally a short-term instrument used to finance a
commercial contract for the shipment of goods from a seller to a
buyer. Although the commercial letter of credit is contingent upon
the satisfaction of specified conditions, it represents a credit
exposure if the buyer defaults on the underlying transaction. As a
result, the total contractual amounts do not necessarily represent
future cash requirements. Commercial letters of credit totaled $281
million at Sept. 30, 2012 compared with $437 million at Dec. 31,
2011.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">A securities lending
transaction is a fully collateralized transaction in which the
owner of a security agrees to lend the security (typically through
an agent, in our case, The Bank of New York Mellon), to a borrower,
usually a broker-dealer or bank, on an open, overnight or term
basis, under the terms of a prearranged contract, which normally
matures in less than 90 days.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">We typically lend
securities with indemnification against borrower default. We
generally require the borrower to provide cash collateral with a
value of 102% of the fair value of the securities borrowed, which
is monitored on a daily basis, thus reducing credit risk. Market
risk can also arise in securities lending transactions. These risks
are controlled through policies limiting the level of risk that can
be undertaken. Securities lending transactions are generally
entered into only with highly rated counterparties. Securities
lending indemnifications were secured by collateral of $267 billion
at Sept. 30, 2012 and $276 billion at Dec. 31, 2011.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">At Sept. 30, 2012, BNY
Mellon had no exposure to support agreements, after deducting the
reserve. This compares with $63 million at Dec. 31,
2011.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Trust
activities</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">As a result of the Global
Investment Servicing acquisition, at Sept. 30, 2012, our clients
maintained approximately $430 million of custody cash on deposit
with other institutions. Revenue generated from these balances is
included in investment and other income on the income statement.
The transition of these deposits to BNY Mellon is expected to be
substantially complete in 2012.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Indemnification
Arrangements under Ordinary Course Contracts</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">We have provided standard
representations for underwriting agreements, acquisition and
divestiture agreements, sales of loans and commitments, and other
similar types of arrangements and customary indemnification for
claims and legal proceedings related to providing financial
services that are not otherwise included above. Insurance has been
purchased to mitigate certain of these risks. Generally, there are
no stated or notional amounts included in these indemnifications
and the contingencies triggering the obligation for indemnification
are not expected to occur. Furthermore, often counterparties to
these transactions provide us with comparable indemnifications. We
are unable to develop an estimate of the maximum payout under these
indemnifications for several reasons. In addition to the lack of a
stated or notional amount in a majority of such indemnifications,
we are unable to predict the nature of events that would trigger
indemnification or the level of indemnification for a certain
event. We believe, however, that the possibility that we will have
to make any material payments for these indemnifications is remote.
At Sept. 30, 2012 and Dec. 31, 2011, we have not recorded any
material liabilities under these arrangements.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Clearing and Settlement
Exchanges</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">We are a minority equity
investor in, and member of, several industry clearing or settlement
exchanges through which foreign exchange, securities, or other
transactions settle. Certain of these industry clearing or
settlement exchanges require their members to guarantee their
obligations and liabilities or to provide financial support in the
event other members do not honor their obligations. We believe the
likelihood that a clearing or settlement exchange (of which we are
a member) would become insolvent is remote. Additionally, certain
settlement exchanges have implemented loss allocation policies
which enable the exchange to allocate settlement losses to the
members of the exchange. It is not possible to quantify such
mark-to-market loss until the loss occurs. In addition, any
ancillary costs that occur as a result of any mark-to-market loss
cannot be quantified. At Sept. 30, 2012 and Dec. 31, 2011, no
material liabilities were recorded under these
arrangements.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Legal
proceedings</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">In the ordinary course of
business, BNY Mellon and its subsidiaries are routinely named as
defendants in or made parties to pending and potential legal
actions and regulatory matters. Claims for significant monetary
damages are often asserted in many of these legal actions, while
claims for disgorgement, penalties and/or other remedial sanctions
may be sought in regulatory matters. It is inherently difficult to
predict the eventual outcomes of such matters given their
complexity and the particular facts and circumstances at issue in
each of these matters. However, on the basis of our current
knowledge and understanding, we do not believe that judgments or
settlements, if any, arising from these matters (either
individually or in the aggregate, after giving effect to applicable
reserves and insurance coverage) will have a material adverse
effect on the consolidated financial position or liquidity of BNY
Mellon, although they could have a material effect on net income in
a given period.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">In view of the inherent
unpredictability of outcomes in litigation and regulatory matters,
particularly where (i) the damages sought are substantial or
indeterminate, (ii) the proceedings are in the early stages,
or (iii) the matters involve novel legal theories or a large
number of parties, as a matter of course there is considerable
uncertainty surrounding the timing or ultimate resolution of
litigation and regulatory matters, including a possible eventual
loss, fine, penalty or business impact, if any, associated with
each such matter. In accordance with applicable accounting
guidance, BNY Mellon establishes reserves for litigation and
regulatory matters when those matters proceed to a stage where they
present loss contingencies that are both probable and reasonably
estimable. In such cases, there may be a possible exposure to loss
in excess of any amounts accrued. BNY Mellon will continue to
monitor such matters for developments that could affect the amount
of the reserve, and will adjust the reserve amount as appropriate.
If the loss contingency in question is not both probable and
reasonably estimable, BNY Mellon does not establish a reserve and
the matter will continue to be monitored for any developments that
would make the loss contingency both probable and reasonably
estimable. BNY Mellon believes that its accruals for legal
proceedings are appropriate and, in the aggregate, are not material
to the consolidated financial position of BNY Mellon, although
future accruals could have a material effect on net income in a
given period.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">For certain of those
matters described herein for which a loss contingency may, in the
future, be reasonably possible (whether in excess of a related
accrued liability or where there is no accrued liability), BNY
Mellon is currently unable to estimate a range of reasonably
possible loss. For those matters where BNY Mellon is able to
estimate a reasonably possible loss, exclusive of matters described
in Note 11 of the Notes to Consolidated Financial Statements,
subject to the accounting and reporting requirements of ASC 740
(FASB Interpretation 48), the aggregate range of such reasonably
possible loss is up to $750 million in excess of the accrued
liability (if any) related to those matters.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following describes
certain judicial, regulatory and arbitration proceedings involving
BNY Mellon:</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><u>Sentinel
Matters</u></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">As previously disclosed, on
Jan. 18, 2008, The Bank of New York Mellon filed a proof of claim
in the Chapter 11 bankruptcy proceeding of Sentinel Management
Group, Inc. (“Sentinel”) pending in federal court in
the Northern District of Illinois, seeking to recover approximately
$312 million loaned to Sentinel and secured by securities and cash
in an account maintained by Sentinel at The Bank of New York
Mellon. On March 3, 2008, the bankruptcy trustee filed an
adversary complaint against The Bank of New York Mellon seeking to
disallow The Bank of New York Mellon’s claim and seeking
damages for allegedly aiding and abetting Sentinel insiders in
misappropriating customer assets and improperly using those assets
as collateral for the loan. In a decision dated Nov. 3, 2010, the
court found for The Bank of New York Mellon and against the
bankruptcy trustee, holding that The Bank of New York
Mellon’s loan to Sentinel is valid, fully secured and not
subject to equitable subordination. The bankruptcy trustee appealed
this decision, and on August 9, 2012, the United States Court
of Appeals for the Seventh Circuit issued a decision affirming the
trial court’s judgment. On September 7, 2012, the
bankruptcy trustee filed a petition for rehearing.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">As previously disclosed, in
November 2009, the Division of Enforcement of the U.S. Commodities
Futures Trading Commission (“CFTC”) indicated that it
is considering a recommendation to the CFTC that it file a civil
enforcement action against The Bank of New York Mellon for possible
violations of the Commodity Exchange Act and CFTC regulations in
connection with its relationship to Sentinel. The Bank of New York
Mellon responded in writing to the CFTC on Jan. 29, 2010 and
provided an explanation as to why an enforcement action is
unwarranted.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><u>Securities Lending
Matters</u></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">As previously disclosed,
BNY Mellon or its affiliates have been named as defendants in a
number of lawsuits initiated by participants in BNY Mellon’s
securities lending program, which is a part of BNY Mellon’s
Investment Services business. The lawsuits were filed on various
dates from December 2008 to 2012, and are currently pending in
courts in New York, South Carolina and North Carolina and in
commercial court in London. The complaints assert contractual,
statutory, and common law claims, including claims for negligence
and breach of fiduciary duty. The plaintiffs allege losses in
connection with the investment of securities lending collateral,
including losses related to investments in Sigma Finance Inc.
(“Sigma”), Lehman Brothers Holdings, Inc. and certain
asset-backed securities, and seek damages as to those losses. Two
of the pending cases seek to proceed as class actions.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">On Oct. 25, 2012, the court
entered final approval of a previously-announced settlement of the
Oklahoma class action lawsuit concerning Sigma losses. Under the
terms of the settlement, The Bank of New York Mellon agreed to pay
$280 million in exchange for a complete release of claims in the
class action.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><u>Matters Relating To
Bernard L. Madoff</u></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">As previously disclosed, on
May 11, 2010, the New York State Attorney General commenced a
civil lawsuit against Ivy Asset Management LLC (“Ivy”),
a subsidiary of BNY Mellon that manages primarily
funds-of-hedge-funds, and two of its former officers in New York
state court. The lawsuit alleges that Ivy, in connection with its
role as sub-advisor to investment managers whose clients invested
with Madoff, did not disclose certain material facts about Madoff.
The complaint seeks an accounting of compensation received from
January 1997 to the present by the Ivy defendants in connection
with the Madoff investments, and unspecified damages, including
restitution, disgorgement, costs and attorneys’
fees.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">As previously disclosed, on
Oct. 21, 2010, the U.S. Department of Labor commenced a civil
lawsuit against Ivy, two of its former officers, and others in
federal court in the Southern District of New York. The lawsuit
alleges that Ivy violated the Employee Retirement Income Security
Act (“ERISA”) by failing to disclose certain material
facts about Madoff to investment managers subadvised by Ivy whose
clients included employee benefit plan investors. The complaint
seeks disgorgement and damages. On Dec. 8, 2010, the Trustee
overseeing the Madoff liquidation sued many of the same defendants
in bankruptcy court in New York, seeking to avoid withdrawals from
Madoff investments made by various funds-of-funds (including six
funds-of-funds managed by Ivy).</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">As previously disclosed,
Ivy or its affiliates have been named in a number of civil lawsuits
filed beginning Jan. 27, 2009 relating to certain investment funds
that allege losses due to the Madoff investments. Ivy acted as a
sub-advisor to the investment managers of some of those funds.
Plaintiffs assert various causes of action including securities and
common-law fraud. Certain of the cases have been certified as class
actions and/or assert derivative claims on behalf of the funds.
Most of the cases have been consolidated in two actions in federal
court in the Southern District of New York, with certain cases
filed in New York State Supreme Court for New York and Nassau
counties.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><u>Medical Capital
Litigations</u></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">As previously disclosed,
The Bank of New York Mellon has been named as a defendant in a
number of class actions and non-class actions brought by numerous
plaintiffs in connection with its role as indenture trustee for
debt issued by affiliates of Medical Capital Corporation. The
actions, filed in late 2009 and currently pending in federal court
in the Central District of California, allege that The Bank of New
York Mellon breached its fiduciary and contractual obligations to
the holders of the underlying securities, and seek unspecified
damages. On June 7, 2012, The Bank of New York Mellon reached
a conditional settlement with the Federal Equity Receiver for
Medical Capital Corporation and its affiliates. The plaintiffs have
opposed the settlement with the Receiver. They challenge the
Receiver’s authority to bind them to any settlement, and
allege that the settlement is inadequate.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><u>Foreign Exchange
Matters</u></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">As previously disclosed,
beginning in December 2009, government authorities have been
conducting inquiries seeking information relating primarily to
standing instruction foreign exchange transactions in connection
with custody services BNY Mellon provides to public pension plans
and certain other custody clients. BNY Mellon is cooperating with
these inquiries.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">In addition, in early 2011,
as previously disclosed, the Virginia Attorney General’s
Office and the Florida Attorney General’s Office each filed a
Notice of Intervention in a <i>qui tam</i> lawsuit pending in its
jurisdiction. These offices filed complaints superseding the <i>qui
tam</i> lawsuits on Aug. 11, 2011. On May 1, 2012, the
Virginia court dismissed the lawsuit in its entirety. On
July 10, 2012, the Virginia Attorney General’s office
filed a motion seeking leave of the court to file an amended
complaint. On Oct. 4, 2011, the New York Attorney General’s
Office, the New York City Comptroller and various city pension and
benefit funds filed a lawsuit whereby, among other things, the
plaintiffs assert claims under the Martin Act and state and city
false claims acts. Also, on Oct. 4, 2011, the United States
Department of Justice (“DOJ”) filed a civil lawsuit
seeking civil penalties under 12 U.S.C. Section 1833a and
injunctive relief under 18 U.S.C. Section 1345 based on
alleged ongoing violations of 18 U.S.C. Sections 1341 and 1343
(mail and wire fraud). On Jan. 17, 2012, the court approved a
partial settlement resolving the DOJ’s claim for injunctive
relief. In October 2011, several political subdivisions of the
state of California intervened in a <i>qui tam</i> lawsuit pending
in California state court, previously under seal, and, on Nov. 28,
2011, BNY Mellon removed the lawsuit to federal district court in
California. On March 30, 2012, the court dismissed certain of
plaintiffs’ claims, including all claims under the California
False Claims Act, and provided plaintiffs an opportunity to file a
motion seeking leave to replead. Several plaintiffs also had their
claims dismissed for improper venue and one refiled on Sept. 5,
2012 in a different California federal district court. On Oct. 26,
2011, the Massachusetts Securities Division filed an Administrative
Complaint against BNY Mellon.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">BNY Mellon has also been
named as a defendant in several putative class action federal
lawsuits filed on various dates in 2011. The complaints, which
assert varying claims, including breach of contract, and violations
of ERISA, state and federal law, all allege that the prices BNY
Mellon charged and reported for standing instruction foreign
exchange transactions executed in connection with custody services
provided by BNY Mellon were improper. In addition, BNY Mellon has
been named as a nominal defendant in several derivative lawsuits
filed on various dates in 2011 and 2012 in state and federal court
in New York. BNY Mellon has also been named as a defendant in a
lawsuit filed on March 12, 2012 in Ohio state court, and
subsequently removed to federal district court in Ohio, asserting
claims including breach of contract and fraud. BNY Mellon was also
named in a <i>qui tam</i> lawsuit originally filed under seal in
October 2009 in Massachusetts state court, but the plaintiff
voluntarily dismissed the lawsuit on May 16, 2012. To the
extent these lawsuits are pending in federal court, they have been
consolidated for pre-trial purposes in federal court in New
York.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><u>Lyondell
Litigation</u></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">As previously disclosed, in
an action filed in New York State Supreme Court for New York
County, on Sept. 14, 2010, plaintiffs as holders of debt issued by
Basell AF in 2005 allege that The Bank of New York Mellon, as
indenture trustee, breached its contractual and fiduciary
obligations by executing an intercreditor agreement in 2007 in
connection with Basell’s acquisition of Lyondell Chemical
Company. Plaintiffs are seeking damages for their alleged losses
resulting from the execution of the 2007 intercreditor agreement
that allowed the company to increase the amount of its senior
debt.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><u>Tax
Litigation</u></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">As previously disclosed, on
Aug. 17, 2009, BNY Mellon received a Statutory Notice of Deficiency
disallowing tax benefits for the 2001 and 2002 tax years in
connection with a 2001 transaction that involved the payment of
U.K. corporate income taxes that were credited against BNY
Mellon’s U.S. corporate income tax liability. On Nov. 10,
2009, BNY Mellon filed a petition with the U.S. Tax Court
contesting the disallowance of the benefits. Trial was held from
April 16 to May 17, 2012. The aggregate tax benefit for
all six years in question is approximately $900 million, including
interest. In the event BNY Mellon is unsuccessful in defending its
position, the IRS has agreed not to assess underpayment penalties.
See Note 11 of the Notes to Consolidated Financial Statements for
additional information.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><u>Mortgage-Securitization
Trusts Proceeding</u></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">As previously disclosed,
The Bank of New York Mellon as trustee is the petitioner in a legal
proceeding filed in New York State Supreme Court, New York County
on June 29, 2011, seeking approval of a proposed settlement
involving Bank of America Corporation and bondholders in certain
Countrywide residential mortgage-securitization trusts. The New
York and Delaware Attorneys General have intervened in this
proceeding.</font></p>
</div>
<div>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: ARIAL" size="2"><b>Note 19 – Review of
businesses</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">We have an internal
information system that produces performance data along product and
service lines for our two principal businesses and the Other
segment.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Organization of our
business</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">On Dec. 31, 2011, BNY
Mellon sold its Shareowner Services business. In the first quarter
of 2012, we reclassified the results of the Shareowner Services
business from the Investment Services business to the Other
segment. The reclassification did not impact the consolidated
results. All prior periods have been restated.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Business accounting
principles</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Our business data has been
determined on an internal management basis of accounting, rather
than the generally accepted accounting principles used for
consolidated financial reporting. These measurement principles are
designed so that reported results of the businesses will track
their economic performance.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Business results are
subject to reclassification whenever improvements are made in the
measurement principles, or when organizational changes are
made.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The accounting policies of
the businesses are the same as those described in Note 1 of the
Notes to Consolidated Financial Statements in BNY Mellon’s
2011 Annual Report.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The operations of acquired
businesses are integrated with the existing businesses soon after
they are completed. As a result of the integration of staff support
functions, management of customer relationships, operating
processes and the financial impact of funding acquisitions, we
cannot precisely determine the impact of acquisitions on income
before taxes and therefore do not report it.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The primary types of
revenue for two principal businesses and the Other segment are
presented below:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="18%"></td>
<td valign="bottom" width="3%"></td>
<td width="79%"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT: #000000 1px solid; PADDING-LEFT: 8px; BORDER-TOP: #000000 1px solid; BORDER-RIGHT: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="2"><b>Business</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-TOP: #000000 1px solid; BORDER-RIGHT: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="2"><b>Primary types of revenue</b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT: #000000 1px solid; PADDING-LEFT: 8px; BORDER-RIGHT: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="2">Investment Management</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-RIGHT: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; TEXT-INDENT: -1.5em; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2em">
<font style="FONT-FAMILY: Times New Roman" size="2">•   Investment management and performance
fees from:</font></p>
<p style="MARGIN-TOP: 0px; TEXT-INDENT: -1em; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 3em">
<font style="FONT-FAMILY: Times New Roman" size="2">Mutual
funds</font></p>
<p style="MARGIN-TOP: 0px; TEXT-INDENT: -1em; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 3em">
<font style="FONT-FAMILY: Times New Roman" size="2">Institutional
clients</font></p>
<p style="MARGIN-TOP: 0px; TEXT-INDENT: -1em; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 3em">
<font style="FONT-FAMILY: Times New Roman" size="2">Private
clients</font></p>
<p style="MARGIN-TOP: 0px; TEXT-INDENT: -1em; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 3em">
<font style="FONT-FAMILY: Times New Roman" size="2">High-net-worth
individuals and families, endowments and foundations and related
entities</font></p>
<p style="MARGIN-TOP: 0px; TEXT-INDENT: -1.5em; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em">
<font style="FONT-FAMILY: Times New Roman" size="2">•   Distribution and servicing
fees</font></p>
</td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT: #000000 1px solid; PADDING-LEFT: 8px; BORDER-RIGHT: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="2">Investment Services</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-RIGHT: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; TEXT-INDENT: -1.5em; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2em">
<font style="FONT-FAMILY: Times New Roman" size="2">•   Asset servicing fees, including
institutional trust and custody fees, broker-dealer services and
securities lending</font></p>
<p style="MARGIN-TOP: 0px; TEXT-INDENT: -1.5em; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2em">
<font style="FONT-FAMILY: Times New Roman" size="2">•   Issuer services fees, including
Corporate Trust and Depositary Receipts</font></p>
<p style="MARGIN-TOP: 0px; TEXT-INDENT: -1.5em; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2em">
<font style="FONT-FAMILY: Times New Roman" size="2">•   Clearing services fees, including
broker-dealer services, registered investment advisor services and
prime brokerage services</font></p>
<p style="MARGIN-TOP: 0px; TEXT-INDENT: -1.5em; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2em">
<font style="FONT-FAMILY: Times New Roman" size="2">•   Treasury services fees, including
global payment services and working capital solutions</font></p>
<p style="MARGIN-TOP: 0px; TEXT-INDENT: -1.5em; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em">
<font style="FONT-FAMILY: Times New Roman" size="2">•   Foreign exchange</font></p>
</td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-LEFT: #000000 1px solid; PADDING-LEFT: 8px; BORDER-RIGHT: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="2">Other segment</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; PADDING-RIGHT: 8px; BORDER-RIGHT: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; TEXT-INDENT: -1.5em; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2em">
<font style="FONT-FAMILY: Times New Roman" size="2">•   Credit-related activities</font></p>
<p style="MARGIN-TOP: 0px; TEXT-INDENT: -1.5em; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2em">
<font style="FONT-FAMILY: Times New Roman" size="2">•   Leasing operations</font></p>
<p style="MARGIN-TOP: 0px; TEXT-INDENT: -1.5em; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2em">
<font style="FONT-FAMILY: Times New Roman" size="2">•   Corporate treasury
activities</font></p>
<p style="MARGIN-TOP: 0px; TEXT-INDENT: -1.5em; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2em">
<font style="FONT-FAMILY: Times New Roman" size="2">•   Global markets and institutional
banking services</font></p>
<p style="MARGIN-TOP: 0px; TEXT-INDENT: -1.5em; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 2em">
<font style="FONT-FAMILY: Times New Roman" size="2">•   Business exits</font></p>
</td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The results of our
businesses are presented and analyzed on an internal management
reporting basis:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td width="6"><font size="1"> </font></td>
<td valign="top" width="20" align="left"><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">Revenue amounts reflect fee and other revenue generated by each
business. Fee and other revenue transferred between businesses
under revenue transfer agreements is included within other revenue
in each business.</font></p>
</td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td width="6"><font size="1"> </font></td>
<td valign="top" width="20" align="left"><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">Revenues and expenses associated with specific client bases are
included in those businesses. For example, foreign exchange
activity associated with clients using custody products is
allocated to Investment Services.</font></p>
</td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td width="6"><font size="1"> </font></td>
<td valign="top" width="20" align="left"><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">Net interest revenue is allocated to businesses based on the
yields on the assets and liabilities generated by each business. We
employ a funds transfer pricing system that matches funds with the
specific assets and liabilities of each business based on their
interest sensitivity and maturity characteristics.</font></p>
</td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td width="6"><font size="1"> </font></td>
<td valign="top" width="20" align="left"><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">Support and other indirect expenses are allocated to businesses
based on internally-developed methodologies.</font></p>
</td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td width="6"><font size="1"> </font></td>
<td valign="top" width="20" align="left"><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">Recurring FDIC expense is allocated to the businesses based on
average deposits generated within each business.</font></p>
</td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td width="6"><font size="1"> </font></td>
<td valign="top" width="20" align="left"><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">Litigation expense is generally recorded in the business in
which the charge occurs.</font></p>
</td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td width="6"><font size="1"> </font></td>
<td valign="top" width="20" align="left"><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">Management of the investment securities portfolio is a shared
service contained in the Other segment. As a result, gains and
losses associated with the valuation of the securities portfolio
are included in the Other segment.</font></p>
</td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td width="6"><font size="1"> </font></td>
<td valign="top" width="20" align="left"><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">Client deposits serve as the primary funding source for our
investment securities portfolio. We typically allocate all interest
revenue to the businesses generating the deposits. Accordingly,
accretion related to the restructured investment securities
portfolio has been included in the results of the
businesses.</font></p>
</td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td width="6"><font size="1"> </font></td>
<td valign="top" width="20" align="left"><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">Restructuring charges are related to corporate initiatives and
are therefore recorded in the Other segment.</font></p>
</td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td width="6"><font size="1"> </font></td>
<td valign="top" width="20" align="left"><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">M&I expenses are corporate level items and are therefore
recorded in the Other segment.</font></p>
</td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td width="6"><font size="1"> </font></td>
<td valign="top" width="20" align="left"><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">Balance sheet assets and liabilities and their related income
or expense are specifically assigned to each business. Businesses
with a net liability position have been allocated
assets.</font></p>
</td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td width="6"><font size="1"> </font></td>
<td valign="top" width="20" align="left"><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">Goodwill and intangible assets are reflected within individual
businesses.</font></p>
</td>
</tr>
</table>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following consolidating
schedules show the contribution of our businesses to our overall
profitability.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="70%"></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>
<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 style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>For the quarter ended
Sept. 30, 2012</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollar amounts in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Investment<br />
Management</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Investment<br />
Services</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Other</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Consolidated</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fee and other
revenue</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>872 </b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i><b> </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,879</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>150</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,901 </b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i><b> </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest
revenue</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>52</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>608</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>89</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>749</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total revenue</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>924</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,487</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>239</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3,650</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Provision for credit
losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Noninterest
expense</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>692</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,782</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>231</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,705</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Income (loss) before
taxes</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>232 </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>709</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>950 </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a</i><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Pre-tax operating margin
<i>(b)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>25</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>29</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/M</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>26</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Average assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>35,775</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>224,289</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>58,850</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>318,914</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Total fee and other
revenue includes income from consolidated investment management
funds of $47 million, net of noncontrolling interests of $25
million, for a net impact of $22 million. Income before taxes
includes noncontrolling interests of $25 million.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Income before taxes
divided by total revenue.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>N/M</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>– Not
meaningful.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="70%"></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>
<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 style="BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>For the quarter ended
June 30, 2012</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollar amounts in
millions)</i></font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Investment<br />
Management</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Investment<br />
Services</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Other</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Consolidated</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fee and other
revenue</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">861 </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,881</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">112</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,854 </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest
revenue</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">52</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">607</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">75</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">734</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total revenue</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">913</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,488</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">187</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,588</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Provision for credit
losses</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(19</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Noninterest
expense</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">690</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,146</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">211</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,047</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Income (loss) before
taxes</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">223 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">356</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(19</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">560 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Pre-tax operating margin
<i>(b)</i></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">14</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/M</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Average assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">35,970</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">209,454</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">59,578</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">305,002</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Total fee and other
revenue includes income from consolidated investment management
funds of $57 million, net of noncontrolling interests of $29
million, for a net impact of $28 million. Income before taxes
includes noncontrolling interests of $29 million.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Income before taxes
divided by total revenue.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>N/M</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>– Not
meaningful.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="70%"></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>
<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 style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>For the quarter ended
Sept. 30, 2011</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollar amounts in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Investment<br />
Management</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Investment<br />
Services</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Other</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Consolidated</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fee and other
revenue</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">757 </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,028</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,906 </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest
revenue</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">51</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">661</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">63</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">775</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total revenue</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">808</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,689</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">184</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,681</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Provision for credit
losses</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">(22</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Noninterest
expense</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">675</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,898</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">198</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,771</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Income (loss) before
taxes</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">133 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">791</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">932 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Pre-tax operating margin
<i>(b)</i></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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">N/M</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Average assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">36,949</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">220,930</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">53,584</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">311,463</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Total fee and other
revenue includes income from consolidated investment management
funds of $32 million, net of noncontrolling interests of $13
million, for a net impact of $19 million. Income before taxes
includes noncontrolling interests of $13 million.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Income before taxes
divided by total revenue.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>N/M</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>– Not
meaningful.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="70%"></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>
<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 style="BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>For the nine months
ended Sept. 30, 2012</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollar amounts in
millions)</i></font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Investment<br />
Management</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Investment<br />
Services</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Other</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Consolidated</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fee and other
revenue</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,585 </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i><b> </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5,612</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>428</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8,625 </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i><b> </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest
revenue</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>159</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,857</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>232</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,248</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total revenue</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,744</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7,469</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>660</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10,873</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Provision for credit
losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(17</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(19</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Noninterest
expense</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,049</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5,755</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>704</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8,508</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Income (loss) before
taxes</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>695 </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,716</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(27</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,384 </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i><b> </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Pre-tax operating margin
<i>(b)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>25</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>23</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/M</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>22</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Average assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>36,071</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>215,991</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>56,397</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>308,459</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="4%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Total fee and other
revenue includes income from consolidated investment management
funds of $147 million, net of noncontrolling interests of $65
million, for a net impact of $82 million. Income before taxes
includes noncontrolling interests of $65 million.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="4%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Income before taxes
divided by total revenue.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>N/M – Not
meaningful.</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="70%"></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>
<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 style="BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>For the nine months
ended Sept. 30, 2011</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollar amounts in
millions)</i></font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Investment<br />
Management</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Investment<br />
Services</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Other</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Consolidated</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fee and other
revenue</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,487 </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,884</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">537</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8,908 </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest
revenue</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">151</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,931</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">122</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,204</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total revenue</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">2,638</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,815</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">659</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11,112</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Provision for credit
losses</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(22</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Noninterest
expense</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,051</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,477</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">756</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8,284</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Income (loss) before
taxes</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">586 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,338</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(74</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,850</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Pre-tax operating margin
<i>(b)</i></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">22</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/M</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Average assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">37,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">196,447</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">49,298</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">282,745</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="4%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Total fee and other
revenue includes income from consolidated investment management
funds of $205 million, net of noncontrolling interests of $78
million, for a net impact of $127 million. Income before taxes
includes noncontrolling interests of $78 million.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="4%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Income before taxes
divided by total revenue.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>N/M – Not
meaningful.</i></font></p>
</div>
85000000
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: ARIAL" size="2"><b>Note 17 – Derivative
instruments</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">We use derivatives to
manage exposure to market risk, interest rate risk, credit risk and
foreign currency risk. Our trading activities are focused on acting
as a market-maker for our customers and facilitating customer
trades. In addition, we periodically manage positions for our own
account. Positions managed for our own account are immaterial to
our foreign exchange and other trading revenue and to our overall
results of operations.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The notional amounts for
derivative financial instruments express the dollar volume of the
transactions; however, credit risk is much smaller. We perform
credit reviews and enter into netting agreements to minimize the
credit risk of derivative financial instruments. We enter into
offsetting positions to reduce exposure to foreign exchange,
interest rate and equity risk.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Use of derivative financial
instruments involves reliance on counterparties. Failure of a
counterparty to honor its obligation under a derivative contract is
a risk we assume whenever we engage in a derivative contract. There
were no counterparty default losses in the third quarter of 2012 or
2011.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Hedging
derivatives</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">We utilize interest rate
swap agreements to manage our exposure to interest rate
fluctuations. For hedges of investment securities
available-for-sale, deposits and long-term debt, the hedge
documentation specifies the terms of the hedged items and the
interest rate swaps and indicates that the derivative is hedging a
fixed rate item and is a fair value hedge, that the hedge exposure
is to the changes in the fair value of the hedged item due to
changes in benchmark interest rates, and that the strategy is to
eliminate fair value variability by converting fixed-rate interest
payments to LIBOR.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The investment securities
available-for-sale hedged consist of sovereign debt and U.S.
Treasury bonds that had original maturities of 30 years or less at
initial purchase. The swaps on the sovereign debt and U.S. Treasury
bonds are not callable. All of these securities are hedged with
“pay fixed rate, receive variable rate” swaps of
similar maturity, repricing and fixed rate coupon. At Sept. 30,
2012, $5.0 billion face amount of securities were hedged with
interest rate swaps that had notional values of $5.2
billion.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The hedged fixed rate
deposits have original maturities of approximately ten years and
are not callable. These deposits are hedged with “receive
fixed rate, pay variable” rate swaps of similar maturity,
repricing and fixed rate coupon. The swaps are not callable. At
Sept. 30, 2012, $10 million face amount of deposits were hedged
with interest rate swaps that had notional values of $10
million.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The fixed rate long-term
debt instruments hedged generally have original maturities of five
to 30 years. We issue both callable and non-callable debt. The
non-callable debt is hedged with simple interest rate swaps similar
to those described for deposits. Callable debt is hedged with
callable swaps where the call dates of the swaps exactly match the
call dates of the debt. At Sept. 30, 2012, $15 billion par value of
debt was hedged with interest rate swaps that had notional values
of $15 billion.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">In addition, we enter into
foreign exchange hedges. We use forward foreign exchange contracts
with maturities of nine months or less to hedge our British Pound,
Euro and Indian Rupee foreign exchange exposure with respect to
foreign currency forecasted revenue and expense transactions in
entities that have the U.S. dollar as their functional currency. As
of Sept. 30, 2012, the hedged forecasted foreign currency
transactions and designated forward foreign exchange contract
hedges were $150 million (notional), with $4.1 million of pre-tax
gain recorded in accumulated other comprehensive income. This gain
will be reclassified to income or expense over the next nine
months.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">We use forward foreign
exchange contracts with remaining maturities of nine months or less
as hedges against our foreign exchange exposure to Australian
Dollar, Euro, Swedish Krona, British Pound, Norwegian Krone and
Japanese Yen with respect to interest-bearing deposits with banks
and their associated forecasted interest revenue. These hedges are
designated as cash flow hedges. These hedges are effected such that
their maturities and notional values match those of the deposits
with banks. As of Sept. 30, 2012, the hedged interest-bearing
deposits with banks and their designated forward foreign exchange
contract hedges were $10.4 billion (notional), with a pre-tax gain
of less than $1 million recorded in accumulated other comprehensive
income. This gain will be reclassified to net interest revenue over
the next nine months.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Forward foreign exchange
contracts are also used to hedge the value of our net investments
in foreign subsidiaries. These forward foreign exchange contracts
usually have maturities of less than two years. The derivatives
employed are designated as hedges of changes in value of our
foreign investments due to exchange rates. Changes in the value of
the forward foreign exchange contracts offset the changes in value
of the foreign investments due to changes in foreign exchange
rates. The change in fair market value of these forward foreign
exchange contracts is deferred and reported within accumulated
translation adjustments in shareholders’ equity, net of tax.
At Sept. 30, 2012, forward foreign exchange contracts with notional
amounts totaling $5.2 billion were designated as hedges.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">In addition to forward
foreign exchange contracts, we also designate non-derivative
financial instruments as hedges of our net investments in foreign
subsidiaries. Those non-derivative financial instruments designated
as hedges of our net investments in foreign subsidiaries were all
long-term liabilities of BNY Mellon in various currencies, and, at
Sept. 30, 2012, had a combined U.S. dollar equivalent value of $506
million.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Ineffectiveness related to
derivatives and hedging relationships was recorded in income as
follows:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="73%"></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Ineffectiveness</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Nine months ended</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value hedge of
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(1.7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(5.1</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value hedge of
deposits and long-term debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(7.3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(2.6</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value hedge of
loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">0.1</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Cash flow hedges</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>0.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(0.1</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other <i>(a)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(0.1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(0.1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(9.0</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(7.8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="21" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes ineffectiveness
recorded on foreign exchange hedges.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="62%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="24"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Impact
of derivative instruments on the balance sheet</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Notional value</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Asset derivatives<br />
fair value</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Liability derivatives<br />
fair value</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Derivatives designated
as hedging instruments</b> <i>(a)</i><b>:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 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"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>20,301</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">18,281</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,019</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">965</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>443</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">298</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange
contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>15,786</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14,160</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>152</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">635</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>367</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">21</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total derivatives
designated as hedging instruments</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,171</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,600</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>810</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">319</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Derivatives not
designated as hedging instruments</b> <i>(b)</i><b>:</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest rate
contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>860,735</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">975,308</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>24,123</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">26,652</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>24,952</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">27,440</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="TEXT-INDENT: -1em; MARGIN-LEFT: 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>11,003</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8,205</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>370</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">418</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>473</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">330</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="TEXT-INDENT: -1em; MARGIN-LEFT: 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>176</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">333</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange
contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>407,843</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">379,235</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,918</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,632</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,905</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,355</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total derivatives not
designated as hedging instruments</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>27,411</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">31,705</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28,330</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">32,125</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total derivatives fair
value <i>(c)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28,582</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">33,305</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>29,140</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">32,444</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Effect of master netting
agreements <i>(d)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(23,370</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(26,047</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(22,395</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(25,009</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value after effect of
master netting agreements</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5,212</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,258</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6,745</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,435</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 3px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>The fair value of asset
derivatives and liability derivatives designated as hedging
instruments is recorded as other assets and other liabilities,
respectively, on the balance sheet.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>The fair value of asset
derivatives and liability derivatives not designated as hedging
instruments is recorded as trading assets and trading liabilities,
respectively, on the balance sheet.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(c)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Fair values are on a
gross basis, before consideration of master netting agreements, as
required by ASC 815.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(d)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Master netting
agreements are reported net of cash collateral received and paid of
$1,293 million and $318 million, respectively, at Sept. 30, 2012,
and $1,269 million and $231 million, respectively at Dec. 31,
2011.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">At Sept. 30, 2012, $443
billion (notional) of interest rate contracts will mature within
one year, $224 billion between one and five years, and $214 billion
after five years. At Sept. 30, 2012, $408 billion (notional) of
foreign exchange contracts will mature within one year, $8 billion
between one and five years, and $8 billion after five
years.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 3px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Impact of derivative
instruments on the income statement</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="43%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Derivatives in
fair</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">value
hedging</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Location of gain or (loss)<br />
recognized in income on</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or (loss) recognized<br />
in income on derivatives</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Location of gain or (loss)<br />
recognized in income on</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or (loss) recognized<br />
in hedged item</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">relationships</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">derivatives</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">hedged item</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest rate
contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>36</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(249</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">25</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(44</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">248</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(25</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="35%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Derivatives</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">in
cash</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">flow
hedging</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or (loss)<br />
recognized in<br />
accumulated OCI</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">on
derivatives<br />
(effective portion)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Location of
gain or<br />
(loss) reclassified<br />
from accumulated<br />
OCI into income</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">(effective
portion)</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">(loss)
reclassified from<br />
accumulated OCI into<br />
income (effective<br />
portion)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Location of gain or<br />
(loss) recognized in<br />
income on derivatives<br />
(ineffective portion  and<br />
amount excluded from</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">effectiveness
testing)</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or (loss)<br />
recognized</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">in income
on<br />
derivatives<br />
(ineffectiveness<br />
portion and</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">amount excluded from<br />
effectiveness testing)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">relationships</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">FX contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">Net interest revenue</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(42</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest revenue</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">FX contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">Other revenue</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">Other revenue</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">FX contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(707</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(338</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(237</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">Trading revenue</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(707</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(338</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(237</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">Trading revenue</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">FX contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">Salary
expense</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">Salary
expense</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(704</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(329</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(232</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(706</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(331</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(279</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="35%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Derivatives
in</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">net
investment</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">hedging</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or (loss)<br />
recognized in<br />
accumulated OCI</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">on
derivatives<br />
(effective portion)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Location of gain or<br />
(loss) reclassified<br />
from accumulated<br />
OCI into income</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">(effective
portion)</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">(loss)
reclassified</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">from
accumulated</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">OCI into
income<br />
(effective portion)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Location of gain or<br />
(loss) recognized in<br />
income on derivatives<br />
(ineffective portion  and<br />
amount excluded from</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">effectiveness
testing)</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or (loss) recognized<br />
in income on derivatives<br />
(ineffectiveness</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">portion
and</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">amount excluded
from<br />
effectiveness testing)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">relationships</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">FX contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(133</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">110</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">219</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">Net interest revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">Other revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 12px">
 </p>
<p style="BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 0px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Impact of derivative
instruments on the income statement</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="42%"></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>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></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>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Derivatives in
fair</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">value
hedging</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">relationships</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" colspan="2" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Location of gain or (loss)</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">recognized in
income on<br />
derivatives</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2"><font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or (loss) recognized<br />
in income on derivatives<br />
Nine months ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" colspan="2" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Location of gain or (loss)</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">recognized in
income on<br />
hedged item</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2"><font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or (loss)<br />
in hedged item<br />
Nine months  ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest rate
contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(86</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">42</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>77</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(49</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="38%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Derivatives</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">in
cash</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">flow
hedging</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">relationships</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or (loss)</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">recognized in</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">accumulated OCI</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">on derivatives</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">(effective portion)</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">Nine months ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Location of gain  or<br />
(loss) reclassified<br />
from accumulated</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">OCI into
income<br />
(effective portion)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2"><font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain  or</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">(loss) reclassified<br />
from accumulated<br />
OCI into income<br />
(effective portion)<br />
Nine months ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Location of gain  or<br />
(loss) recognized in<br />
income on derivatives<br />
(ineffective portion and</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">amount excluded
from<br />
effectiveness testing)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2"><font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain
or (loss)</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">recognized in income on</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">derivatives (ineffectiveness<br />
portion and amount<br />
excluded from<br />
effectiveness testing) Nine<br />
months ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">FX contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(57</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest revenue</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">Net interest revenue</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">FX contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other revenue</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">Other revenue</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>0.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(0.1</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">FX contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(703</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(568</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Trading revenue</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(703</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(568</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Trading revenue</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">FX contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Salary
expense</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Salary
expense</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(691</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(628</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(698</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(674</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>0.1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(0.1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="31%"></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>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></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>
<td valign="bottom" width="4%"></td>
<td></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 style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Derivatives
in</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">net
investment</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">hedging</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">relationships</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or (loss)</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">recognized in</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">accumulated OCI</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">on derivatives</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">(effective portion)</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">Nine months ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Location of gain  or<br />
(loss) reclassified<br />
from accumulated</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">OCI into
income<br />
(effective portion)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2"><font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain  or</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">(loss) reclassified<br />
from accumulated<br />
OCI into income</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">(effective portion)<br />
Nine  months ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Location of gain or<br />
(loss)  recognized in<br />
income on derivatives<br />
(ineffective portion and</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">amount excluded
from<br />
effectiveness testing)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or (loss)</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">recognized in income on</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">derivatives (ineffectiveness<br />
portion and amount<br />
excluded from<br />
effectiveness testing)</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">Nine months
ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">FX contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(162</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">39</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">Other revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(0.1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(0.1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Trading activities
(including trading derivatives)</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">We manage trading risk
through a system of position limits, a VaR methodology based on
Monte Carlo simulations, stop loss advisory triggers, and other
market sensitivity measures. Risk is monitored and reported to
senior management by a separate unit on a daily basis. Based on
certain assumptions, the VaR methodology is designed to capture the
potential overnight pre-tax dollar loss from adverse changes in
fair values of all trading positions. The calculation assumes a
one-day holding period for most instruments, utilizes a 99%
confidence level, and incorporates the non-linear characteristics
of options. The VaR model is one of several statistical models used
to develop economic capital results, which is allocated to lines of
business for computing risk-adjusted performance.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">As the VaR methodology does
not evaluate risk attributable to extraordinary financial, economic
or other occurrences, the risk assessment process includes a number
of stress scenarios based upon the risk factors in the portfolio
and management’s assessment of market conditions. Additional
stress scenarios based upon historic market events are also
performed. Stress tests, by their design, incorporate the impact of
reduced liquidity and the breakdown of observed correlations. The
results of these stress tests are reviewed weekly with senior
management.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Revenue from foreign
exchange and other trading included the following:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="52%"></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="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="6%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="12"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Foreign
exchange and other trading revenue</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Year-to-date</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>121</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">157</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">221</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>414</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">578</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other trading
revenue:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Fixed income</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>54</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>117</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Credit derivatives/other
<i>(a)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>22</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total other trading
revenue</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>61</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">23</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(21</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>139</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">42</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>182</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">180</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">200</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>553</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">620</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="21" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Credit derivatives are
used as economic hedges of loans.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Foreign exchange includes
income from purchasing and selling foreign currencies and currency
forwards, futures, and options. Fixed income reflects results from
futures and forward contracts, interest rate swaps, foreign
currency swaps, options, and fixed income securities. Credit
derivatives/other primarily include revenue from credit default
swaps</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">and income from equity
securities and equity derivatives.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Counterparty credit risk
and collateral</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">We assess credit risk of
our counterparties through regular examination of their financial
statements, confidential communication with the management of those
counterparties and regular monitoring of publicly available credit
rating information. This and other information is used to develop
proprietary credit rating metrics used to assess credit
quality.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Collateral requirements are
determined after a comprehensive review of the credit quality of
each counterparty. Collateral is generally held or pledged in the
form of cash or highly liquid government securities. Collateral
requirements are monitored and adjusted daily.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Additional disclosures
concerning derivative financial instruments are provided in Note 15
of the Notes to Consolidated Financial Statements.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Disclosure of contingent
features in over-the-counter (“OTC”) derivative
instruments</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Certain OTC derivative
contracts and/or collateral agreements of The Bank of New York
Mellon, our largest banking subsidiary and the subsidiary through
which BNY Mellon enters into the substantial majority of all of its
OTC derivative contracts and/or collateral agreements, contain
provisions that may require us to take certain actions if The Bank
of New York Mellon’s public debt rating fell to a certain
level. Early termination provisions, or “close-out”
agreements, in those contracts could trigger immediate payment of
outstanding contracts that are in net liability positions. Certain
collateral agreements would require The Bank of New York Mellon to
immediately post additional collateral to cover some or all of The
Bank of New York Mellon’s liabilities to a
counterparty.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following table shows
the fair value of contracts falling under early termination
provisions that were in net liability positions as of Sept. 30,
2012 for three key ratings triggers:</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="64%"></td>
<td valign="bottom" width="20%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>If The Bank of New
York</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Mellon’s rating
was changed</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>to
(Moody’s/S&P)</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Potential close-out</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>exposures (fair value)</b> <i>(a</i>)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">A3/A-</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>930</b>
million</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Baa2/BBB</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,168</b>
million</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Bal/BB+</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,721</b> million</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="21" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>The change between
rating categories is incremental, not cumulative.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Additionally, if The Bank
of New York Mellon’s debt rating had fallen below investment
grade on Sept. 30, 2012, existing collateral arrangements would
have required us to have posted an additional $683 million of
collateral.</font></p>
</div>
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following table
presents the changes in fair value of the long-term debt included
in foreign exchange and other trading revenue in the consolidated
income statement.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="47%"></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="8"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Foreign
exchange and other trading revenue</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Quarter
ended</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Year-to-date</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term debt
<i>(a)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(42</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(19</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="21" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>The change in fair value
of the long-term debt is approximately offset by an economic hedge
included in trading.</i></font></td>
</tr>
</table>
</div>
911000000
-87000000
1878000000
5000000
-5000000
91862000
1532000000
<div>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="72%"></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 style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Other
assets</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31,</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Corporate/bank owned life
insurance</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,299</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,216</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Accounts
receivable</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,046</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,208</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Income taxes
receivable</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,909</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity in joint ventures
and other investments <i>(a)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,767</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,677</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fails to deliver</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,117</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">961</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value of hedging
derivatives</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,171</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,600</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Software</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,085</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">986</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Prepaid expenses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>488</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">784</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Due from customers on
acceptances</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>276</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">321</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Prepaid pension
assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>191</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">144</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,095</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,369</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total other
assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>20,444</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">19,839</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="21" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes Federal Reserve
Bank stock of $435 million and $429 million, respectively, at
cost.</i></font></td>
</tr>
</table>
</div>
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The guidance related to
“Fair Value Measurement” included in ASC 820 defines
fair value as the price that would be received to sell an asset, or
paid to transfer a liability, in an orderly transaction between
market participants at the measurement date and establishes a
framework for measuring fair value. It establishes a three-level
hierarchy for fair value measurements based upon the transparency
of inputs to the valuation of an asset or liability as of the
measurement date and expands the disclosures about instruments
measured at fair value. ASC 820 requires consideration of a
company’s own creditworthiness when valuing
liabilities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The standard provides a
consistent definition of fair value, which focuses on exit price in
an orderly transaction (that is, not a forced liquidation or
distressed sale) between market participants at the measurement
date under current market conditions. If there has been a
significant decrease in the volume and level of activity for the
asset or liability, a change in valuation technique or the use of
multiple valuation techniques may be appropriate. In such
instances, determining the price at which willing market
participants would transact at the measurement date under current
market conditions depends on the facts and circumstances and
requires the use of significant judgment. The objective is to
determine from weighted indicators of fair value a reasonable point
within the range that is most representative of fair value under
current market conditions.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Determination of fair
value</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following is a
description of our valuation methodologies for assets and
liabilities measured at fair value. We have established processes
for determining fair values. Fair value is based upon quoted market
prices in active markets, where available. For financial
instruments where quotes from recent exchange transactions are not
available, we determine fair value based on discounted cash flow
analysis, comparison to similar instruments, and the use of
financial models. Discounted cash flow analysis is dependent upon
estimated future cash flows and the level of interest rates.
Model-based pricing uses inputs of observable prices, where
available, for interest rates, foreign exchange rates, option
volatilities and other factors. Models are benchmarked and
validated by an independent internal risk management function. Our
valuation process takes into consideration factors such as
counterparty credit quality, liquidity, concentration concerns, and
observability of model parameters. Valuation adjustments may be
made to ensure that financial instruments are recorded at fair
value.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Most derivative contracts
are valued using internally developed models which are calibrated
to observable market data and employ standard market pricing theory
for their valuations. An initial “risk-neutral”
valuation is performed on each position assuming time-discounting
based on a AA credit curve. Then, to arrive at a fair value that
incorporates counterparty credit risk, a credit adjustment is made
to these results by discounting each trade’s expected
exposures to the counterparty using the counterparty’s credit
spreads, as implied by the credit default swap market. We also
adjust expected liabilities to the counterparty using BNY
Mellon’s own credit spreads, as implied by the credit default
swap market. Accordingly, the valuation of our derivative position
is sensitive to the current changes in our own credit spreads as
well as those of our counterparties.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">In certain cases, recent
prices may not be observable for instruments that trade in inactive
or less active markets. Upon evaluating the uncertainty in valuing
financial instruments subject to liquidity issues, we make an
adjustment to their value. The determination of the liquidity
adjustment includes the availability of external quotes, the time
since the latest available quote and the price volatility of the
instrument.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Certain parameters in some
financial models are not directly observable and, therefore, are
based on management’s estimates and judgments. These
financial instruments are normally traded less actively. We apply
valuation adjustments to mitigate the possibility of error and
revision in the model-based estimate value. Examples include
products where parameters such as correlation and recovery rates
are unobservable.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The methods described above
for instruments that trade in inactive or less active markets may
produce a current fair value calculation that may not be indicative
of net realizable value or reflective of future fair values. We
believe our methods of determining fair value are appropriate and
consistent with other market participants. However, the use of
different methodologies or different assumptions to value certain
financial instruments could result in a different estimate of fair
value.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Valuation
hierarchy</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">ASC 820 established a
three-level valuation hierarchy for disclosure of fair value
measurements based upon the transparency of inputs to the valuation
of an asset or liability as of the measurement date. The three
levels are described below.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Level 1</i>: Inputs to
the valuation methodology are recent quoted prices (unadjusted) for
identical assets or liabilities in active markets. Level 1 assets
and liabilities include debt and equity securities and derivative
financial instruments actively traded on exchanges, and U.S.
Treasury securities that are actively traded in highly liquid
over-the-counter markets.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Level 2</i>: Observable
inputs other than Level 1 prices, for example, quoted prices for
similar assets and liabilities in active markets, quoted prices for
identical or similar assets or liabilities in markets that are not
active, and inputs that are observable or can be corroborated,
either directly or indirectly, for substantially the full term of
the financial instrument. Level 2 assets and liabilities include
debt instruments that are traded less frequently than
exchange-traded securities and derivative instruments whose model
inputs are observable in the market or can be corroborated by
market observable data. Examples in this category are certain
variable and fixed rate agency and non-agency securities, corporate
debt securities and derivative contracts.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Level 3</i>: Inputs to
the valuation methodology are unobservable and significant to the
fair value measurement. Examples in this category include interests
in certain securitized financial assets, certain private equity
investments, and derivative contracts that are highly structured or
long-dated.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">A financial
instrument’s categorization within the valuation hierarchy is
based upon the lowest level of input that is 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">Following is a description
of the valuation methodologies used for instruments measured at
fair value, as well as the general classification of such
instruments pursuant to the valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Securities</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Where quoted prices are
available in an active market, we classify the securities within
Level 1 of the valuation hierarchy. Securities are defined as both
long and short positions. Level 1 securities include highly liquid
government bonds, money market mutual funds and exchange-traded
equities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">If quoted market prices are
not available, we estimate fair value using pricing models, quoted
prices of securities with similar characteristics or discounted
cash flows. Examples of such instruments, which would generally be
classified within Level 2 of the valuation hierarchy, include
certain agency and non-agency mortgage-backed securities, sovereign
debt, commercial mortgage-backed securities, European floating rate
notes, corporate bonds and foreign covered bonds.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">For securities where quotes
from recent transactions are not available for identical
securities, we determine fair value primarily based on pricing
sources with reasonable levels of price transparency that employ
financial models or obtain comparisons to similar instruments to
arrive at “consensus” prices.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Specifically, the pricing
sources obtain recent transactions for similar types of securities
(e.g., vintage, position in the securitization structure) and
ascertain variables such as discount rate and speed of prepayment
for the types of transaction and apply such variables to similar
types of bonds. We view these as observable transactions in the
current marketplace and classify such securities as Level 2.
Pricing sources discontinue pricing any specific security whenever
they determine there is insufficient observable data to provide a
good faith opinion on price.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">In addition, we have
significant investments in more actively traded agency RMBS and
other types of securities such as sovereign debt. The pricing
sources derive the prices for these securities largely from quotes
they obtain from three major inter-dealer brokers. The pricing
sources receive their daily observed trade price and other
information feeds from the inter-dealer brokers.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">For securities with bond
insurance, the financial strength of the insurance provider is
analyzed and that information is included in the fair value
assessment for such securities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">In certain cases where
there is limited activity or less transparency around inputs to the
valuation, we classify those securities in Level 3 of the valuation
hierarchy. Securities classified within Level 3 primarily include
other debt securities and securities of state and political
subdivisions.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">At Sept. 30, 2012,
approximately 99% of our securities were valued by pricing sources
with reasonable levels of price transparency. Less than 1% of our
securities were priced based on economic models and non-binding
dealer quotes, and are included in Level 3 of the ASC 820
hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Consolidated
collateralized loan obligations</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">BNY Mellon values assets in
consolidated CLOs using observable market prices observed from the
secondary loan market. The returns to the note holders are solely
dependent on the assets and accordingly equal the value of those
assets. Based on the structure of the CLOs, the valuation of the
assets is attributable to the senior note holders. Changes in the
values of assets and liabilities are reflected in the income
statement as investment income and interest of investment
management fund note holders, respectively.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Derivatives</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">We classify exchange-traded
derivatives valued using quoted prices in Level 1 of the valuation
hierarchy. Examples include exchanged-traded equity and foreign
exchange options. Since few other classes of derivative contracts
are listed on an exchange, most of our derivative positions are
valued using internally developed models that use as their basis
readily observable market parameters, and we classify them in Level
2 of the valuation hierarchy. Such derivatives include basic swaps
and options and credit default swaps.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Derivatives valued using
models with significant unobservable market parameters in markets
that lack two-way flow are classified in Level 3 of the valuation
hierarchy. Examples include long-dated interest rate or currency
swaps and options, where parameters may be unobservable for longer
maturities; and certain products, where correlation rates are
unobservable. The fair value of these derivatives compose less than
1% of our derivative financial instruments. Additional disclosures
of derivative instruments are provided in Note 17 of the Notes to
Consolidated Financial Statements.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Loans and unfunded
lending-related commitments</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Where quoted market prices
are not available, we generally base the fair value of loans and
unfunded lending-related commitments on observable market prices of
similar instruments, including bonds, credit derivatives and loans
with similar characteristics. If observable market prices are not
available, we base the fair value on estimated cash flows adjusted
for credit risk which are discounted using an interest rate
appropriate for the maturity of the applicable loans or the
unfunded lending-related commitments.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Unrealized gains and losses
on unfunded lending-related commitments carried at fair value are
classified in Other assets and Other liabilities, respectively.
Loans and unfunded lending-related commitments carried at fair
value are generally classified within Level 2 of the valuation
hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Seed
capital</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">In our Investment
Management business we manage investment assets, including
equities, fixed income, money market and alternative investment
funds for institutions and other investors; as part of that
activity, we make seed capital investments in certain funds. Seed
capital is included in other assets. When applicable, we value seed
capital based on the published NAV of the fund. We include funds in
which ownership interests in the fund are publicly traded in an
active market and institutional funds in which investors trade in
and out daily in Level 1 of the valuation hierarchy. We include
open-end funds where investors are allowed to sell their ownership
interest back to the fund less frequently than daily and where our
interest in the fund contains no other rights or obligations in
Level 2 of the valuation hierarchy. However, we generally include
investments in funds that allow investors to sell their ownership
interest back to the fund less frequently than monthly in Level 3,
unless actual redemption prices are observable.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">For other types of
investments in funds, we consider all of the rights and obligations
inherent in our ownership interest, including the reported NAV as
well as other factors that affect the fair value of our interest in
the fund. To the extent the NAV measurements reported for the
investments are based on unobservable inputs or include other
rights and obligations (e.g., obligation to meet cash calls), we
generally classify them in Level 3 of the valuation
hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Certain interests in
securitizations</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">For certain interests in
securitizations which are classified in securities
available-for-sale, trading assets and long-term debt, we use
discounted cash flow models which generally include assumptions of
projected finance charges related to the securitized assets,
estimated net credit losses, prepayment assumptions and estimates
of payments to third-party investors. When available, we compare
our fair value estimates and assumptions to market activity and to
the actual results of the securitized portfolio.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Private equity
investments</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Our Other segment includes
holdings of nonpublic private equity investment through funds
managed by third-party investment managers. We value private equity
investments initially based upon the transaction price, which we
subsequently adjust to reflect expected exit values as evidenced by
financing and sale transactions with third parties or through
ongoing reviews by the investment managers.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Private equity investments
also include publicly held equity investments, generally obtained
through the initial public offering of privately held equity
investments. These equity investments are often held in a
partnership structure. Publicly held investments are
marked-to-market at the quoted public value less adjustments for
regulatory or contractual sales restrictions or adjustments to
reflect the difficulty in selling a partnership
interest.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Discounts for restrictions
are quantified by analyzing the length of the restriction period
and the volatility of the equity security. Publicly held private
equity investments are primarily classified in Level 2 of the
valuation hierarchy.</font></p>
</div>
176000000
<div>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="62%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="24"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Impact
of derivative instruments on the balance sheet</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Notional value</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Asset derivatives<br />
fair value</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Liability derivatives<br />
fair value</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Derivatives designated
as hedging instruments</b> <i>(a)</i><b>:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 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"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>20,301</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">18,281</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,019</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">965</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>443</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">298</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange
contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>15,786</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14,160</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>152</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">635</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>367</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">21</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total derivatives
designated as hedging instruments</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,171</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,600</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>810</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">319</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Derivatives not
designated as hedging instruments</b> <i>(b)</i><b>:</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest rate
contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>860,735</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">975,308</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>24,123</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">26,652</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>24,952</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">27,440</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="TEXT-INDENT: -1em; MARGIN-LEFT: 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>11,003</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8,205</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>370</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">418</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>473</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">330</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="TEXT-INDENT: -1em; MARGIN-LEFT: 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>176</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">333</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange
contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>407,843</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">379,235</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,918</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,632</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,905</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,355</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total derivatives not
designated as hedging instruments</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>27,411</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">31,705</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28,330</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">32,125</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total derivatives fair
value <i>(c)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28,582</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">33,305</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>29,140</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">32,444</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Effect of master netting
agreements <i>(d)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(23,370</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(26,047</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(22,395</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(25,009</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value after effect of
master netting agreements</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5,212</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,258</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6,745</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,435</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 3px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>The fair value of asset
derivatives and liability derivatives designated as hedging
instruments is recorded as other assets and other liabilities,
respectively, on the balance sheet.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>The fair value of asset
derivatives and liability derivatives not designated as hedging
instruments is recorded as trading assets and trading liabilities,
respectively, on the balance sheet.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(c)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Fair values are on a
gross basis, before consideration of master netting agreements, as
required by ASC 815.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(d)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Master netting
agreements are reported net of cash collateral received and paid of
$1,293 million and $318 million, respectively, at Sept. 30, 2012,
and $1,269 million and $231 million, respectively at Dec. 31,
2011.</i></font></td>
</tr>
</table>
</div>
21000000
1810000000
-4324000000
414000000
405000000
46000000
12000000
4304000000
313000000
572000000
12000000
1523000000
1805000000
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The table below presents
information about BNY Mellon’s investments in seed capital
and private equity investments.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 0px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Seed capital and private
equity investments valued using NAV</b></font></p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="40%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></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" colspan="14" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</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" colspan="14" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31, 2011</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollar
amounts in millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair<br />
value</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Unfunded<br />
commitments</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Redemption<br />
frequency</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Redemption<br />
notice<br />
period</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Fair<br />
value</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Unfunded<br />
commitments</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Redemption<br />
frequency</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Redemption<br />
notice<br />
period</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Hedge funds
<i>(a)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>16</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></p>
</td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Monthly-</b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>quarterly</b></font></p>
</td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3-45 days</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></p>
</td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Monthly-</font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">quarterly</font></p>
</td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font><br />
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="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">3-45 days</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Private equity funds
<i>(b)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>102</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>18</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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">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">N/A</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/A</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other funds
<i>(c)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>116</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> <br />
 </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Monthly-<br />
yearly</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b> <br />
  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b><i> </i></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b><i>(c</i></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b><i>) </i></b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">63</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> <br />
 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Monthly-<br />
yearly</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> <br />
  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(c</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>)</i> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>234</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>46</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">194</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">24</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Hedge funds include
multi-strategy funds that utilize a variety of investment
strategies and equity long-short hedge funds that include various
funds that invest over both long-term investment and short-term
investment horizons.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Private equity funds
primarily include numerous venture capital funds that invest in
various sectors of the economy. Private equity funds do not have
redemption rights. Distributions from such funds will be received
as the underlying investments in the funds are
liquidated.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(c)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Other funds include
various market neutral, leveraged loans, real estate and structured
credit funds. Redemption notice periods vary by
fund.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>N/A – Not
applicable.</i></font></p>
</div>
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Use of
estimates</i></font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The preparation of
financial statements in conformity with U.S. GAAP requires
management to make estimates based upon assumptions about future
economic and market conditions which affect reported amounts and
related disclosures in our financial statements. Although our
current estimates contemplate current conditions and how we expect
them to change in the future, it is reasonably possible that actual
conditions could be worse than anticipated in those estimates,
which could materially affect our results of operations and
financial condition. Amounts subject to estimates are items such as
the allowance for loan losses and lending-related commitments,
goodwill and intangible assets, pension accounting, the fair value
of financial instruments and other-than-temporary impairments.
Among other effects, such changes in estimates could result in
future impairments of investment securities, goodwill and
intangible assets and establishment of allowances for loan losses
and lending-related commitments as well as increased pension and
post-retirement expense.</font></p>
</div>
<div>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: ARIAL" size="2"><b>Note 1 – Basis of
presentation</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Basis of
presentation</i></font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The accounting and
financial reporting policies of BNY Mellon, a global financial
services company, conform to U.S. generally accepted accounting
principles (“GAAP”) and prevailing industry
practices.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The accompanying
consolidated financial statements are unaudited. In the opinion of
management, all adjustments necessary for a fair presentation of
financial position, results of operations and cash flows for the
periods have been made. These financial statements should be read
in conjunction with BNY Mellon’s Annual Report on Form 10-K
for the year ended Dec. 31, 2011. Certain immaterial
reclassifications have been made to prior periods to place them on
a basis comparable with current period presentation.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Use of
estimates</i></font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The preparation of
financial statements in conformity with U.S. GAAP requires
management to make estimates based upon assumptions about future
economic and market conditions which affect reported amounts and
related disclosures in our financial statements. Although our
current estimates contemplate current conditions and how we expect
them to change in the future, it is reasonably possible that actual
conditions could be worse than anticipated in those estimates,
which could materially affect our results of operations and
financial condition. Amounts subject to estimates are items such as
the allowance for loan losses and lending-related commitments,
goodwill and intangible assets, pension accounting, the fair value
of financial instruments and other-than-temporary impairments.
Among other effects, such changes in estimates could result in
future impairments of investment securities, goodwill and
intangible assets and establishment of allowances for loan losses
and lending-related commitments as well as increased pension and
post-retirement expense.</font></p>
</div>
1072000000
139000000
3000000
288000000
10000000
<div>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Estimated fair value of
financial instruments</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The carrying amounts of our
financial instruments (i.e., monetary assets and liabilities) are
determined under different accounting methods – see Note 1 to
the Consolidated Financial Statements contained in the 2011 Annual
Report. The following disclosure discusses these instruments on a
uniform fair value basis. However, active markets do not exist for
a significant portion of these instruments. For financial
instruments where quoted prices from identical assets and
liabilities in active markets do not exist, we determine fair value
based on discounted cash flow analysis and comparison to</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">similar instruments.
Discounted cash flow analysis is dependent upon estimated future
cash flows and the level of interest rates. Other judgments would
result in different fair values. The assumptions we used at Dec.
31, 2011 and Sept. 30, 2012 include discount rates ranging
principally from 0.01% to 4.95%. The fair value information
supplements the basic financial statements and other traditional
financial data presented throughout this report.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">A summary of the practices
used for determining fair value and the respective level in the
valuation hierarchy for financial assets and liabilities not
recorded at fair value is as follows.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Interest-bearing
deposits with the Federal Reserve and other central banks and
interest-bearing deposits with banks</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The estimated fair value of
interest-bearing deposits with the Federal Reserve and other
central banks is equal to the book value as these interest-bearing
deposits are generally considered cash equivalents. These
instruments are classified as Level 2 within the valuation
hierarchy. The estimated fair value of interest-bearing deposits
with banks is generally determined using discounted cash flows and
duration of the instrument to maturity. The primary inputs used to
value these transactions are interest rates based on current LIBOR
market rates and time to maturity. Interest-bearing deposits with
banks are classified as Level 2 within the valuation
hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Federal funds sold and
securities purchased under resale agreements</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The estimated fair value of
federal funds sold and securities purchased under resale agreements
is based on inputs such as interest rates and tenors. Federal funds
sold and securities purchased under resale agreements are
classified as Level 2 within the valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Securities
held-to-maturity</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Where quoted prices are
available in an active market for identical assets and liabilities,
we classify the securities as Level 1 within the valuation
hierarchy. Securities are defined as both long and short positions.
Level 1 includes U.S. Treasury securities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">If quoted market prices are
not available for identical assets and liabilities, we estimate
fair value using pricing models, quoted prices of securities with
similar characteristics or discounted cash flows. Examples of such
instruments, which would generally be classified as Level 2 within
the valuation hierarchy, include certain agency and non-agency
mortgage-backed securities, commercial mortgage-backed securities
and state and political subdivision securities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">For securities where quotes
from active markets are not available for identical securities, we
determine fair value primarily based on pricing sources with
reasonable levels of price transparency that employ financial
models or obtain comparison to similar instruments to arrive at
“consensus” prices.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Specifically, the pricing
sources obtain active market prices for similar types of securities
(e.g., vintage, position in the securitization structure) and
ascertain variables such as discount rate and speed of prepayment
for the types of transaction and apply such variables to similar
types of bonds. We view these as observable transactions in the
current marketplace and classify such securities as Level 2 within
the valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Loans</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">For residential mortgage
loans, fair value is estimated using discounted cash flow analysis,
adjusting where appropriate for prepayment estimates, using
interest rates currently being offered for loans with similar terms
and maturities to borrowers. The estimated fair value of margin
loans and overdrafts is equal to the book value due to the
short-term nature of these assets. The estimated fair value of
other types of loans is determined using discounted cash flows.
Inputs include current LIBOR market rates adjusted for credit
spreads. These loans are generally classified as Level 2 within the
valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Other financial
assets</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Other financial assets
include cash, the Federal Reserve Bank stock and accrued interest
receivable. Cash is classified as Level 1 within the valuation
hierarchy. The Federal Reserve Bank stock is not redeemable or
transferable. The estimated fair value of the Federal Reserve Bank
stock is based on the redemption price and is classified as Level 2
within the valuation hierarchy. Accrued interest receivable is
generally short-term. As a result, book value is considered to
equal fair value. Accrued interest receivable is included as Level
2 within the valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Noninterest-bearing and
interest-bearing deposits</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Interest-bearing deposits
are comprised of money market rate and demand deposits, savings
deposits and time deposits. Except for time deposits, book value is
considered to equal fair value for these deposits due to their
short duration to maturity or payable on demand feature. The fair
value of interest-bearing time deposits is determined using
discounted cash flow analysis. Inputs primarily consist of current
LIBOR market rates and time to maturity. For all
noninterest-bearing deposits, book value is considered to equal
fair value as a result of the short duration of the deposit.
Interest-bearing and noninterest-bearing deposits are classified as
Level 2 within the valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Federal funds purchased
and securities sold under repurchase agreements</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The estimated fair value of
federal funds purchased and securities sold under repurchase
agreements is based on inputs such as interest rates and tenors.
Federal funds purchased and securities sold under repurchase
agreements are classified as Level 2 within the valuation
hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Payables to customers
and broker-dealers</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The estimated fair value of
payables to customers and broker-dealers is equal to the book value
due to demand feature of the payables to customers and
broker-dealers and are classified as Level 2 within the valuation
hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Borrowings</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Borrowings primarily
consist of overdrafts of subcustodian account balances in our
Investment Services businesses, commercial paper and accrued
interest payable. The estimated fair value of overdrafts of
subcustodian account balances in our Investment Services businesses
is considered to equal book value as a result of the short duration
of the overdrafts. Overdrafts are typically repaid within two days.
The estimated fair value of our commercial paper is based on
discount and duration of the commercial paper. Our commercial paper
matures within 397 days from date of issue and is not redeemable
prior to maturity or subject to voluntary prepayment. Our
commercial paper is included in Level 2 of the valuation hierarchy.
Accrued interest payable is generally short-term. As a result, book
value is considered to equal fair value. Accrued interest payable
is included as Level 2 within the valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Long-term
debt</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The estimated fair value of
long-term debt is based on current rates for instruments of the
same remaining maturity or quoted market prices for the same or
similar issues. Long-term debt is classified as Level 2 within the
valuation hierarchy.</font></p>
</div>
17000000
1036000000
7000000
<div>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Impact of derivative
instruments on the income statement</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="43%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Derivatives in
fair</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">value
hedging</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Location of gain or (loss)<br />
recognized in income on</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or (loss) recognized<br />
in income on derivatives</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Location of gain or (loss)<br />
recognized in income on</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or (loss) recognized<br />
in hedged item</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">relationships</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">derivatives</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">hedged item</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest rate
contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>36</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(249</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">25</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(44</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">248</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(25</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="35%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Derivatives</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">in
cash</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">flow
hedging</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or (loss)<br />
recognized in<br />
accumulated OCI</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">on
derivatives<br />
(effective portion)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Location of
gain or<br />
(loss) reclassified<br />
from accumulated<br />
OCI into income</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">(effective
portion)</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">(loss)
reclassified from<br />
accumulated OCI into<br />
income (effective<br />
portion)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Location of gain or<br />
(loss) recognized in<br />
income on derivatives<br />
(ineffective portion  and<br />
amount excluded from</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">effectiveness
testing)</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or (loss)<br />
recognized</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">in income
on<br />
derivatives<br />
(ineffectiveness<br />
portion and</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">amount excluded from<br />
effectiveness testing)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">relationships</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">FX contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">Net interest revenue</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(42</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest revenue</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">FX contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">Other revenue</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">Other revenue</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">FX contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(707</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(338</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(237</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">Trading revenue</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(707</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(338</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(237</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">Trading revenue</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">FX contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">Salary
expense</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">Salary
expense</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(704</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(329</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(232</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(706</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(331</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(279</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="35%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Derivatives
in</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">net
investment</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">hedging</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or (loss)<br />
recognized in<br />
accumulated OCI</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">on
derivatives<br />
(effective portion)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Location of gain or<br />
(loss) reclassified<br />
from accumulated<br />
OCI into income</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">(effective
portion)</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">(loss)
reclassified</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">from
accumulated</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">OCI into
income<br />
(effective portion)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Location of gain or<br />
(loss) recognized in<br />
income on derivatives<br />
(ineffective portion  and<br />
amount excluded from</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">effectiveness
testing)</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or (loss) recognized<br />
in income on derivatives<br />
(ineffectiveness</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">portion
and</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">amount excluded
from<br />
effectiveness testing)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">relationships</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">FX contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(133</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">110</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">219</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">Net interest revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">Other revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 12px">
 </p>
<p style="BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 0px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Impact of derivative
instruments on the income statement</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="42%"></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>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></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>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Derivatives in
fair</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">value
hedging</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">relationships</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" colspan="2" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Location of gain or (loss)</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">recognized in
income on<br />
derivatives</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2"><font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or (loss) recognized<br />
in income on derivatives<br />
Nine months ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" colspan="2" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Location of gain or (loss)</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">recognized in
income on<br />
hedged item</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2"><font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or (loss)<br />
in hedged item<br />
Nine months  ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest rate
contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(86</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">42</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>77</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(49</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="38%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Derivatives</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">in
cash</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">flow
hedging</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">relationships</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or (loss)</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">recognized in</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">accumulated OCI</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">on derivatives</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">(effective portion)</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">Nine months ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Location of gain  or<br />
(loss) reclassified<br />
from accumulated</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">OCI into
income<br />
(effective portion)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2"><font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain  or</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">(loss) reclassified<br />
from accumulated<br />
OCI into income<br />
(effective portion)<br />
Nine months ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Location of gain  or<br />
(loss) recognized in<br />
income on derivatives<br />
(ineffective portion and</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">amount excluded
from<br />
effectiveness testing)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2"><font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain
or (loss)</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">recognized in income on</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">derivatives (ineffectiveness<br />
portion and amount<br />
excluded from<br />
effectiveness testing) Nine<br />
months ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">FX contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(57</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest revenue</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">Net interest revenue</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">FX contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other revenue</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">Other revenue</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>0.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(0.1</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">FX contracts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(703</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(568</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Trading revenue</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(703</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(568</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Trading revenue</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">FX contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Salary
expense</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Salary
expense</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(691</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(628</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(698</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(674</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>0.1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(0.1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="31%"></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>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></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>
<td valign="bottom" width="4%"></td>
<td></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 style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Derivatives
in</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">net
investment</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">hedging</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">relationships</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or (loss)</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">recognized in</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">accumulated OCI</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">on derivatives</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">(effective portion)</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">Nine months ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Location of gain  or<br />
(loss) reclassified<br />
from accumulated</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">OCI into
income<br />
(effective portion)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2"><font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain  or</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">(loss) reclassified<br />
from accumulated<br />
OCI into income</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">(effective portion)<br />
Nine  months ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Location of gain or<br />
(loss)  recognized in<br />
income on derivatives<br />
(ineffective portion and</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">amount excluded
from<br />
effectiveness testing)</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain or (loss)</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">recognized in income on</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">derivatives (ineffectiveness<br />
portion and amount<br />
excluded from<br />
effectiveness testing)</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">Nine months
ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">FX contracts</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(162</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">39</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">Other revenue</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(0.1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(0.1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
</table>
</div>
82000000
<div>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="64%"></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Components of other
comprehensive income</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; FONT-SIZE: 6px">
<font size="1"> </font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="34" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Quarter ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</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" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">June 30, 2012</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" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30, 2011</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Pre-tax<br />
amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Tax<br />
(expense)<br />
benefit</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">After-tax<br />
amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Pre-tax<br />
amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Tax</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">(expense)<br />
benefit</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">After-tax</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">amount</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Pre-tax<br />
amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Tax</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">(expense)<br />
benefit</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">After-tax</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">amount</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign currency
translation adjustment arising during the period</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>134</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>35</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>169</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(223</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(265</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(340</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(44</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized gain (loss) on
assets available-for-sale:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized gain (loss)
arising during period</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>948</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(310</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>638</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">318</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">197</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">61</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Reclassification
adjustment</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(22</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(15</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(50</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">15</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(35</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Net unrealized gain (loss)
on assets 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>926</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(303</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>623</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">268</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(106</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">162</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(31</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Defined benefit
plans:</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>
<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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Amortization of prior
service credit, net loss and initial obligation included in net
periodic benefit cost</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>45</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(17</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">42</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(18</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">24</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">31</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">20</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total defined benefit
plans</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>45</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(17</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(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">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">31</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized gain (loss) on
cash flow hedges:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized hedge gain
(loss) arising during period</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(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">6</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(20</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Reclassification
adjustment</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(9</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Net unrealized gain (loss)
on cash flow hedges</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">50</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(20</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">30</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total other comprehensive
income (loss)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,107</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(286</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>821</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">86</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(165</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(79</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(196</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(106</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(302</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="76%"></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="1%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Components of other
comprehensive income</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; FONT-SIZE: 6px">
<font size="1"> </font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="22" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Nine months
ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</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" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30, 2011</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Pre-tax<br />
amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Tax<br />
(expense)<br />
benefit</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">After-tax<br />
amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Pre-tax<br />
amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Tax<br />
(expense)<br />
benefit</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">After-tax<br />
amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign currency
translation adjustment arising during the period</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>40</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>36</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>76</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(27</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(25</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized gain (loss) on
assets available-for-sale:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized gain (loss)
arising during period</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,644</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(572</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,072</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">531</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(207</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">324</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Reclassification
adjustment</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(112</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>38</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(74</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(51</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">23</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(28</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Net unrealized gain (loss)
on assets 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,532</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(534</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>998</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">480</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(184</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">296</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Defined benefit
plans:</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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Amortization of prior
service credit, net loss and initial obligation included in net
periodic benefit cost</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>131</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(52</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>79</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">85</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(31</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">54</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total defined benefit
plans</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>131</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(52</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>79</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">85</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">54</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized gain (loss) on
cash flow hedges:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized hedge gain
(loss) arising during period</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>12</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(21</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Reclassification
adjustment</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(5</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Net unrealized gain (loss)
on cash flow hedges</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">51</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(21</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">30</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total other comprehensive
income (loss)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,710</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(553</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,157</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">589</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(234</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">355</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Noncash investing and
financing transactions that, appropriately, are not reflected in
the Consolidated Statement of Cash Flows are listed
below.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="92%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Noncash
investing and financing transactions</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Nine 
months</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">ended Sept. 30,</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Transfers from loans to
other assets for OREO</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Assets of consolidated
VIEs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>22</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,703</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Liabilities of consolidated
VIEs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>39</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,912</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Noncontrolling interests of
consolidated VIEs</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>111</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
416000000
306000000
42000000
998000000
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following table shows
the fair value of contracts falling under early termination
provisions that were in net liability positions as of Sept. 30,
2012 for three key ratings triggers:</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="64%"></td>
<td valign="bottom" width="20%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>If The Bank of New
York</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Mellon’s rating
was changed</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>to
(Moody’s/S&P)</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Potential close-out</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>exposures (fair value)</b> <i>(a</i>)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">A3/A-</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>930</b>
million</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Baa2/BBB</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,168</b>
million</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Bal/BB+</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,721</b> million</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="21" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>The change between
rating categories is incremental, not cumulative.</i></font></td>
</tr>
</table>
</div>
17125000000
112000000
95000000
1875000000
549000000
15000000
2449000000
553000000
-64000000
117000000
22000000
39000000
111000000
308459000000
115000000
216000000
9000000
126000000
6000000
323000000
18000000
22000000
1784000000
3000000
P2Y
<div>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: ARIAL" size="2"><b>Note 15 – Fair value
measurement</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The guidance related to
“Fair Value Measurement” included in ASC 820 defines
fair value as the price that would be received to sell an asset, or
paid to transfer a liability, in an orderly transaction between
market participants at the measurement date and establishes a
framework for measuring fair value. It establishes a three-level
hierarchy for fair value measurements based upon the transparency
of inputs to the valuation of an asset or liability as of the
measurement date and expands the disclosures about instruments
measured at fair value. ASC 820 requires consideration of a
company’s own creditworthiness when valuing
liabilities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The standard provides a
consistent definition of fair value, which focuses on exit price in
an orderly transaction (that is, not a forced liquidation or
distressed sale) between market participants at the measurement
date under current market conditions. If there has been a
significant decrease in the volume and level of activity for the
asset or liability, a change in valuation technique or the use of
multiple valuation techniques may be appropriate. In such
instances, determining the price at which willing market
participants would transact at the measurement date under current
market conditions depends on the facts and circumstances and
requires the use of significant judgment. The objective is to
determine from weighted indicators of fair value a reasonable point
within the range that is most representative of fair value under
current market conditions.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Determination of fair
value</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following is a
description of our valuation methodologies for assets and
liabilities measured at fair value. We have established processes
for determining fair values. Fair value is based upon quoted market
prices in active markets, where available. For financial
instruments where quotes from recent exchange transactions are not
available, we determine fair value based on discounted cash flow
analysis, comparison to similar instruments, and the use of
financial models. Discounted cash flow analysis is dependent upon
estimated future cash flows and the level of interest rates.
Model-based pricing uses inputs of observable prices, where
available, for interest rates, foreign exchange rates, option
volatilities and other factors. Models are benchmarked and
validated by an independent internal risk management function. Our
valuation process takes into consideration factors such as
counterparty credit quality, liquidity, concentration concerns, and
observability of model parameters. Valuation adjustments may be
made to ensure that financial instruments are recorded at fair
value.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Most derivative contracts
are valued using internally developed models which are calibrated
to observable market data and employ standard market pricing theory
for their valuations. An initial “risk-neutral”
valuation is performed on each position assuming time-discounting
based on a AA credit curve. Then, to arrive at a fair value that
incorporates counterparty credit risk, a credit adjustment is made
to these results by discounting each trade’s expected
exposures to the counterparty using the counterparty’s credit
spreads, as implied by the credit default swap market. We also
adjust expected liabilities to the counterparty using BNY
Mellon’s own credit spreads, as implied by the credit default
swap market. Accordingly, the valuation of our derivative position
is sensitive to the current changes in our own credit spreads as
well as those of our counterparties.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">In certain cases, recent
prices may not be observable for instruments that trade in inactive
or less active markets. Upon evaluating the uncertainty in valuing
financial instruments subject to liquidity issues, we make an
adjustment to their value. The determination of the liquidity
adjustment includes the availability of external quotes, the time
since the latest available quote and the price volatility of the
instrument.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Certain parameters in some
financial models are not directly observable and, therefore, are
based on management’s estimates and judgments. These
financial instruments are normally traded less actively. We apply
valuation adjustments to mitigate the possibility of error and
revision in the model-based estimate value. Examples include
products where parameters such as correlation and recovery rates
are unobservable.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The methods described above
for instruments that trade in inactive or less active markets may
produce a current fair value calculation that may not be indicative
of net realizable value or reflective of future fair values. We
believe our methods of determining fair value are appropriate and
consistent with other market participants. However, the use of
different methodologies or different assumptions to value certain
financial instruments could result in a different estimate of fair
value.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Valuation
hierarchy</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">ASC 820 established a
three-level valuation hierarchy for disclosure of fair value
measurements based upon the transparency of inputs to the valuation
of an asset or liability as of the measurement date. The three
levels are described below.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Level 1</i>: Inputs to
the valuation methodology are recent quoted prices (unadjusted) for
identical assets or liabilities in active markets. Level 1 assets
and liabilities include debt and equity securities and derivative
financial instruments actively traded on exchanges, and U.S.
Treasury securities that are actively traded in highly liquid
over-the-counter markets.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Level 2</i>: Observable
inputs other than Level 1 prices, for example, quoted prices for
similar assets and liabilities in active markets, quoted prices for
identical or similar assets or liabilities in markets that are not
active, and inputs that are observable or can be corroborated,
either directly or indirectly, for substantially the full term of
the financial instrument. Level 2 assets and liabilities include
debt instruments that are traded less frequently than
exchange-traded securities and derivative instruments whose model
inputs are observable in the market or can be corroborated by
market observable data. Examples in this category are certain
variable and fixed rate agency and non-agency securities, corporate
debt securities and derivative contracts.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Level 3</i>: Inputs to
the valuation methodology are unobservable and significant to the
fair value measurement. Examples in this category include interests
in certain securitized financial assets, certain private equity
investments, and derivative contracts that are highly structured or
long-dated.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">A financial
instrument’s categorization within the valuation hierarchy is
based upon the lowest level of input that is 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">Following is a description
of the valuation methodologies used for instruments measured at
fair value, as well as the general classification of such
instruments pursuant to the valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Securities</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Where quoted prices are
available in an active market, we classify the securities within
Level 1 of the valuation hierarchy. Securities are defined as both
long and short positions. Level 1 securities include highly liquid
government bonds, money market mutual funds and exchange-traded
equities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">If quoted market prices are
not available, we estimate fair value using pricing models, quoted
prices of securities with similar characteristics or discounted
cash flows. Examples of such instruments, which would generally be
classified within Level 2 of the valuation hierarchy, include
certain agency and non-agency mortgage-backed securities, sovereign
debt, commercial mortgage-backed securities, European floating rate
notes, corporate bonds and foreign covered bonds.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">For securities where quotes
from recent transactions are not available for identical
securities, we determine fair value primarily based on pricing
sources with reasonable levels of price transparency that employ
financial models or obtain comparisons to similar instruments to
arrive at “consensus” prices.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Specifically, the pricing
sources obtain recent transactions for similar types of securities
(e.g., vintage, position in the securitization structure) and
ascertain variables such as discount rate and speed of prepayment
for the types of transaction and apply such variables to similar
types of bonds. We view these as observable transactions in the
current marketplace and classify such securities as Level 2.
Pricing sources discontinue pricing any specific security whenever
they determine there is insufficient observable data to provide a
good faith opinion on price.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">In addition, we have
significant investments in more actively traded agency RMBS and
other types of securities such as sovereign debt. The pricing
sources derive the prices for these securities largely from quotes
they obtain from three major inter-dealer brokers. The pricing
sources receive their daily observed trade price and other
information feeds from the inter-dealer brokers.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">For securities with bond
insurance, the financial strength of the insurance provider is
analyzed and that information is included in the fair value
assessment for such securities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">In certain cases where
there is limited activity or less transparency around inputs to the
valuation, we classify those securities in Level 3 of the valuation
hierarchy. Securities classified within Level 3 primarily include
other debt securities and securities of state and political
subdivisions.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">At Sept. 30, 2012,
approximately 99% of our securities were valued by pricing sources
with reasonable levels of price transparency. Less than 1% of our
securities were priced based on economic models and non-binding
dealer quotes, and are included in Level 3 of the ASC 820
hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Consolidated
collateralized loan obligations</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">BNY Mellon values assets in
consolidated CLOs using observable market prices observed from the
secondary loan market. The returns to the note holders are solely
dependent on the assets and accordingly equal the value of those
assets. Based on the structure of the CLOs, the valuation of the
assets is attributable to the senior note holders. Changes in the
values of assets and liabilities are reflected in the income
statement as investment income and interest of investment
management fund note holders, respectively.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Derivatives</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">We classify exchange-traded
derivatives valued using quoted prices in Level 1 of the valuation
hierarchy. Examples include exchanged-traded equity and foreign
exchange options. Since few other classes of derivative contracts
are listed on an exchange, most of our derivative positions are
valued using internally developed models that use as their basis
readily observable market parameters, and we classify them in Level
2 of the valuation hierarchy. Such derivatives include basic swaps
and options and credit default swaps.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Derivatives valued using
models with significant unobservable market parameters in markets
that lack two-way flow are classified in Level 3 of the valuation
hierarchy. Examples include long-dated interest rate or currency
swaps and options, where parameters may be unobservable for longer
maturities; and certain products, where correlation rates are
unobservable. The fair value of these derivatives compose less than
1% of our derivative financial instruments. Additional disclosures
of derivative instruments are provided in Note 17 of the Notes to
Consolidated Financial Statements.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Loans and unfunded
lending-related commitments</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Where quoted market prices
are not available, we generally base the fair value of loans and
unfunded lending-related commitments on observable market prices of
similar instruments, including bonds, credit derivatives and loans
with similar characteristics. If observable market prices are not
available, we base the fair value on estimated cash flows adjusted
for credit risk which are discounted using an interest rate
appropriate for the maturity of the applicable loans or the
unfunded lending-related commitments.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Unrealized gains and losses
on unfunded lending-related commitments carried at fair value are
classified in Other assets and Other liabilities, respectively.
Loans and unfunded lending-related commitments carried at fair
value are generally classified within Level 2 of the valuation
hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Seed
capital</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">In our Investment
Management business we manage investment assets, including
equities, fixed income, money market and alternative investment
funds for institutions and other investors; as part of that
activity, we make seed capital investments in certain funds. Seed
capital is included in other assets. When applicable, we value seed
capital based on the published NAV of the fund. We include funds in
which ownership interests in the fund are publicly traded in an
active market and institutional funds in which investors trade in
and out daily in Level 1 of the valuation hierarchy. We include
open-end funds where investors are allowed to sell their ownership
interest back to the fund less frequently than daily and where our
interest in the fund contains no other rights or obligations in
Level 2 of the valuation hierarchy. However, we generally include
investments in funds that allow investors to sell their ownership
interest back to the fund less frequently than monthly in Level 3,
unless actual redemption prices are observable.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">For other types of
investments in funds, we consider all of the rights and obligations
inherent in our ownership interest, including the reported NAV as
well as other factors that affect the fair value of our interest in
the fund. To the extent the NAV measurements reported for the
investments are based on unobservable inputs or include other
rights and obligations (e.g., obligation to meet cash calls), we
generally classify them in Level 3 of the valuation
hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Certain interests in
securitizations</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">For certain interests in
securitizations which are classified in securities
available-for-sale, trading assets and long-term debt, we use
discounted cash flow models which generally include assumptions of
projected finance charges related to the securitized assets,
estimated net credit losses, prepayment assumptions and estimates
of payments to third-party investors. When available, we compare
our fair value estimates and assumptions to market activity and to
the actual results of the securitized portfolio.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Private equity
investments</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Our Other segment includes
holdings of nonpublic private equity investment through funds
managed by third-party investment managers. We value private equity
investments initially based upon the transaction price, which we
subsequently adjust to reflect expected exit values as evidenced by
financing and sale transactions with third parties or through
ongoing reviews by the investment managers.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Private equity investments
also include publicly held equity investments, generally obtained
through the initial public offering of privately held equity
investments. These equity investments are often held in a
partnership structure. Publicly held investments are
marked-to-market at the quoted public value less adjustments for
regulatory or contractual sales restrictions or adjustments to
reflect the difficulty in selling a partnership
interest.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Discounts for restrictions
are quantified by analyzing the length of the restriction period
and the volatility of the equity security. Publicly held private
equity investments are primarily classified in Level 2 of the
valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following tables
present the financial instruments carried at fair value at Sept.
30, 2012 and Dec. 31, 2011, by caption on the consolidated balance
sheet and by ASC 820 valuation hierarchy (as described above). We
have included credit ratings information in certain of the tables
because the information indicates the degree of credit risk to
which we are exposed, and significant changes in ratings
classifications could result in increased risk for us. There were
no transfers between Level 1 and Level 2 during the third quarter
of 2012.</font></p>
<p style="BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 0px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Assets and liabilities
measured at fair value on a recurring basis at Sept. 30,
2012</b></font></p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="67%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollar amounts in millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Level 1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Level 2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Level 3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Netting <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Total carrying</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">value</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Available-for-sale
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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. Treasury</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">19,565</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">19,565</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. Government
agencies</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">1,086</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">1,086</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Sovereign 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">41</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">9,776</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">9,817</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">State and political
subdivisions <i>(b)</i></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">6,097</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">6,141</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Agency RMBS</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">35,074</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">35,074</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS</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">284</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">284</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS</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">760</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">760</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS</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">435</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">435</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other RMBS</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">2,751</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">2,751</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial MBS</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">3,241</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">3,241</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Asset-backed
CLOs</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">1,189</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">1,189</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other 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">1,892</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">1,892</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity
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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Money market funds
<i>(b)</i></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">1,608</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">1,608</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><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">1,863</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,863</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other debt
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">2,339</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">2,339</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign covered
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">1,896</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,980</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">3,876</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS
<i>(c)</i></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">2,012</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">2,012</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS
<i>(c)</i></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">1,063</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">1,063</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS
<i>(c)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">125</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">125</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Total
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">23,137</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">71,967</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">95,148</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading assets:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Debt and equity instruments
<i>(d)</i></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">1,137</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">3,962</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">5,149</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Derivative assets
<i>(e)</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest rate</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">130</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">23,964</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">N/A</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange</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">2,787</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">130</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">N/A</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">114</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">218</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">38</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/A</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Total derivative
assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,031</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">24,312</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">68</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(23,370</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,041</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Total trading
assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,168</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28,274</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">118</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(23,370</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">9,190</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other assets
<i>(f)</i></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">53</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">942</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,123</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Subtotal assets of
operations at fair value</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>27,358</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>101,183</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>290</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(23,370</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>105,461</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Percentage of assets prior
to netting</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">21</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">79</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Assets of consolidated
investment management funds:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading 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">167</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,654</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">10,821</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">415</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">133</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">548</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total assets of
consolidated investment management funds</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">582</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,787</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11,369</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Total
assets</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>27,940</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>111,970</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>290</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(23,370</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>116,830</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Percentage of assets prior
to netting</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">20</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">80</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading
liabilities:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Debt and equity
instruments</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">973</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">846</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">1,819</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Derivative liabilities
<i>(e)</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest rate</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">24,720</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">232</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/A</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange</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">2,820</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">85</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">N/A</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">77</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">328</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">68</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/A</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Total derivative
liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,897</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">25,133</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">300</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(22,395</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,935</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Total trading
liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,870</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">25,979</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">300</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(22,395</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,754</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term debt
<i>(b)</i></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">345</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">345</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other liabilities
<i>(g)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">366</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">444</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">810</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Subtotal liabilities at
fair value</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,236</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>26,768</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>300</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(22,395</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8,909</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Percentage of liabilities
prior to netting</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">85</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Liabilities of consolidated
investment management funds:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading
liabilities</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">10,018</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">10,018</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other
liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total liabilities of
consolidated investment management funds</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,046</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,046</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Total
liabilities</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,236</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>36,814</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>300</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(22,395</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>18,955</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Percentage of liabilities
prior to netting</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">89</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 3px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>ASC 815 permits the
netting of derivative receivables and derivative payables under
legally enforceable master netting agreements and permits the
netting of cash collateral. Netting cannot be disaggregated by
product.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes certain
interests in securitizations.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(c)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Previously included in
the Grantor Trust.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(d)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes loans
classified as trading assets and certain interests in
securitizations.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(e)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>The Level 1, 2 and 3
fair values of derivative assets and derivative liabilities are
presented on a gross basis.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(f)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes private equity
investments, seed capital, a brokerage account, and derivatives in
designated hedging relationships.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(g)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes the fair value
adjustment for certain unfunded lending-related commitments and
derivatives in designated hedging relationships and support
agreements.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="69%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="16" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Assets and liabilities measured at fair value on a
recurring basis at Dec. 31, 2011</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollar amounts in millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Level 1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Level 2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Level 3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Netting <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Total carrying</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">value</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Available-for-sale
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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. Treasury</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">17,326</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">17,326</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. Government
agencies</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">958</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">958</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Sovereign 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">44</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11,910</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">11,954</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">State and political
subdivisions <i>(b)</i></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">2,694</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,739</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Agency RMBS</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">26,796</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">26,796</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS</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">273</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">273</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS</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">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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">815</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS</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">418</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">418</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other RMBS</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">903</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">903</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial MBS</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">3,339</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">3,339</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Asset-backed
CLOs</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">1,444</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">1,444</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other 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">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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">532</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity
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">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">21</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">30</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Money market funds
<i>(b)</i></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">973</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">973</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><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">1,738</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">1,738</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other debt
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">2,622</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">2,625</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign covered
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">1,820</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">605</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">2,425</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS
<i>(c)</i></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">1,879</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">1,879</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS
<i>(c)</i></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">1,175</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,175</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS
<i>(c)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">125</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">125</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Total
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">20,172</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">58,247</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">48</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">78,467</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading assets:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Debt and equity instruments
<i>(d)</i></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">485</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,655</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,203</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Derivative assets
<i>(e)</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest rate</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">164</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">26,434</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">54</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/A</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange</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">4,519</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">N/A</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity</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">91</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">284</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">N/A</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/A</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Total derivative
assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,774</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">26,834</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">97</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(26,047</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,658</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Total trading
assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,259</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28,489</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">160</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(26,047</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,861</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Loans</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">10</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">10</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other assets
<i>(f)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">672</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,019</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">157</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,848</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Subtotal assets of
operations at fair value</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>26,103</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>87,765</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>365</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(26,047</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>88,186</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Percentage of assets prior
to netting</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">23</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">77</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Assets of consolidated
investment management funds:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading 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">323</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,428</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">10,751</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">453</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">143</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">596</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total assets of
consolidated investment management funds</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">776</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,571</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11,347</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Total
assets</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>26,879</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>98,336</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>365</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(26,047</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>99,533</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Percentage of assets prior
to netting</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">22</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">78</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading
liabilities:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Debt and equity
instruments</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">418</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">537</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">955</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Derivative
liabilities<i>(e)</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest rate</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">27,201</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">239</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/A</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange</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">4,311</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">N/A</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">55</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">200</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">75</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/A</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Total derivative
liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,366</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">27,445</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">314</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(25,009</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,116</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Total trading
liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,784</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">27,982</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">314</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(25,009</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8,071</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term debt
<i>(b)</i></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">326</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">326</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other liabilities
<i>(g)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">368</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">382</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Subtotal liabilities at
fair value</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,798</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28,676</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>314</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(25,009</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8,779</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Percentage of liabilities
prior to netting</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">85</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Liabilities of consolidated
investment management funds:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading
liabilities</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">10,053</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">10,053</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other
liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">30</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">32</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total liabilities of
consolidated investment management funds</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,083</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,085</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Total
liabilities</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,800</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>38,759</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>314</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(25,009</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>18,864</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Percentage of liabilities
prior to netting</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">88</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>ASC 815 permits the
netting of derivative receivables and derivative payables under
legally enforceable master netting agreements and permits the
netting of cash collateral. Netting cannot be disaggregated by
product.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes certain
interests in securitizations.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(c)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Previously included in
the Grantor Trust.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(d)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes loans
classified as trading assets and certain interests in
securitizations.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(e)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>The Level 1, 2 and 3
fair values of derivative assets and derivative liabilities are
presented on a gross basis.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(f)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes private equity
investments, seed capital, a brokerage account, and derivatives in
designated hedging relationships.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(g)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes the fair value
adjustment for certain unfunded lending-related commitments and
derivatives in designated hedging relationships and support
agreements.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="55%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="40"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Details
of certain items measured at fair value on a recurring
basis</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="18" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="18" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31,
2011</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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" colspan="2"><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" colspan="14" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Ratings</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><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" colspan="14" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Ratings</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollar
amounts in millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total<br />
carrying<br />
value <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">AAA/</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">AA-</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">A+/<br />
A-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">BBB+/</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">BBB-</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">BB+ and</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">lower</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total<br />
carrying<br />
value <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">AAA/</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">AA-</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">A+/<br />
A-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">BBB+/</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">BBB-</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">BB+ and<br />
lower</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS, originated
in:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2006-2007</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>114</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">99</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">100</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2005</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>108</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2004 and earlier</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>62</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>24</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>56</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">61</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">27</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">13</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">47</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">13</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total Alt-A RMBS</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>284</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>90</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">273</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">80</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS, originated
in:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2007</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>109</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>40</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>55</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">58</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2006</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>75</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">100</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2005</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>224</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>33</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>67</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">230</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">68</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2004 and earlier</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>352</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>20</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>41</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>33</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">389</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">29</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">38</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">22</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total prime RMBS</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>760</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>19</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>25</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>53</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">815</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">19</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">48</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS, originated
in:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2007</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2005</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>101</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>14</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>20</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>26</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>40</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">82</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">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">36</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2004 and earlier</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>333</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>15</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>75</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">334</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">15</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">18</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">62</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total subprime
RMBS</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>435</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>18</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>67</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">418</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">21</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">57</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial
MBS—Domestic, originated in:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2009-2012</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>253</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>92</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2008</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>24</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>92</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">16</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2007</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>729</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>55</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>39</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">789</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">66</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">-</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2006</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>933</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>83</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>17</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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">85</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2005</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>645</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>95</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">696</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">94</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2004 and earlier</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>348</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>97</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">403</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">97</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total commercial
MBS—Domestic</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,932</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>81</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>18</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,005</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">84</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign covered
bonds:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Germany</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>987</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>98</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,461</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">99</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Canada</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>929</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">795</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">United Kingdom</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">764</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Netherlands</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">351</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">845</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">118</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total foreign covered
bonds</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3,876</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,425</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">European floating rate
notes – available-for-sale:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">United Kingdom</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,706</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>77</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>20</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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">72</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Netherlands</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>960</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">65</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Ireland</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>151</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>16</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>32</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>52</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">203</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Italy</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>126</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">150</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Australia</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>81</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>93</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">91</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Germany</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>64</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>91</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">21</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Spain</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>22</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">France</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">10</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Luxembourg</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">140</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total European floating
rate notes – available-for-sale</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3,120</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>77</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>16</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,429</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">55</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">34</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Sovereign 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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">United Kingdom</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,884</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,526</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Netherlands</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,015</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,230</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Germany</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,605</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,347</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">France</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">1,258</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">2,790</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>55</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>98</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">61</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">97</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total sovereign
debt</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9,817</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11,954</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS <i>(b)</i>,
originated in:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2006-2007</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,155</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,042</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">100</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2005</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>636</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>95</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">628</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">94</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2004 and earlier</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>221</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>13</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>85</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">209</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">27</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">69</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total Alt-A RMBS
<i>(b)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>97</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,879</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">95</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS <i>(b)</i>,
originated in:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2006-2007</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>623</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">100</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2005</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>408</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>97</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">465</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">96</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2004 and earlier</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>32</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>23</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>69</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total prime RMBS
<i>(b)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,063</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>98</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,175</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">97</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS <i>(b)</i>,
originated in:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2005-2007</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>89</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2004 and earlier</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>36</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>36</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>59</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">37</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">34</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">61</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total subprime RMBS
<i>(b)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>125</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>88</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">125</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">88</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>At Sept. 30, 2012 and
Dec. 31, 2011, foreign covered bonds were included in Level 1 and
Level 2 in the valuation hierarchy. All other assets in the table
are Level 2 assets in the valuation hierarchy.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Previously included in
the Grantor Trust.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Changes in Level 3 fair
value measurements</i></font></p>
<p style="MARGIN-TOP: 3px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The tables below include a
roll forward of the balance sheet amounts (including the change in
fair value) for financial instruments classified in Level 3 of the
valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Our classification of a
financial instrument in Level 3 of the valuation hierarchy is based
on the significance of the unobservable factors to the overall fair
value measurement. However, these instruments generally include
other observable components that are actively quoted or validated
to third-party sources; accordingly, the gains and losses in the
table below include changes in fair value due to observable
parameters as well as the unobservable parameters in our valuation
methodologies. We also frequently manage the risks of Level 3
financial instruments using securities and derivatives positions
that are Level 1 or 2 instruments which are not included in the
table; accordingly, the gains or losses below do not reflect the
effect of our risk management activities related to the Level 3
instruments.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 3px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair value measurements
for assets using significant unobservable inputs</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>for three months ended
Sept. 30, 2012</b></font></p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="60%"></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" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Available-for-sale securities</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Trading assets</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">State and political<br />
subdivisions</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Debt and equity<br />
instruments</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Derivative<br />
assets <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total<br />
assets</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value at June 30,
2012</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">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">60</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">73</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">138</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">313</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top"><font style="FONT-FAMILY: Times New Roman" size="1">Total gains or (losses) for the period:</font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Included in earnings (or
changes in net 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">2 </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><i>(c)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">)<i> (c)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><i>(d)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><font style="FONT-FAMILY: Times New Roman" size="1">Purchases and sales:</font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Purchases</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">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">4</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Sales</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">(10</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair value at Sept. 30,
2012</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>44</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>50</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>68</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>128</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>290</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Change in unrealized gains
or (losses) for the period included in earnings (or changes in net
assets) for assets held at the end of the reporting
period</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Derivative assets are
reported on a gross basis.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Realized gains (losses)
are reported in securities gains (losses). Unrealized gains
(losses) are reported in accumulated other comprehensive income
(loss) except for the credit portion of OTTI losses which are
recorded in securities gains (losses).</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(c)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Reported in foreign
exchange and other trading revenue.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(d)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Reported in investment
and other income.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 3px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair value measurements
for liabilities using significant unobservable
inputs</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>for three months ended
Sept. 30, 2012</b></font></p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="82%"></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" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Trading liabilities</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Derivative</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">liabilities
<i>(a)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">liabilities</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value at June 30,
2012</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">302</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">302</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total (gains) or losses for
the period:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Included in earnings (or
changes in net liabilities)</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">) <i>(b)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair value at Sept. 30,
2012</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>300</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>300</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Change in unrealized
(gains) or losses for the period included in earnings</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">(or changes in net assets)
for liabilities held at the end of the reporting period</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Derivative liabilities
are reported on a gross basis.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Reported in foreign
exchange and other trading revenue.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 3px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair value measurements
for assets using significant unobservable inputs</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>for three months ended
Sept. 30, 2011</b></font></p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="59%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></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" colspan="6" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Available-for-sale securities</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Trading assets</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">State and<br />
political<br />
subdivisions</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other debt<br />
securities</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Debt and<br />
equity<br />
instruments</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Derivative<br />
assets <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Loans</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other<br />
assets</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total<br />
assets</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value at June 30,
2011</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">10</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">66</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">107</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">116</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">340</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Transfers into Level
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">21</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">24</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Transfers out of Level
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">(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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(9</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total gains or
(losses):</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Included in earnings (or
changes in net 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">- </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><i>(b)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><i>(c)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">) <i>(c)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><i>(d)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top"><font style="FONT-FAMILY: Times New Roman" size="1">Purchases, issuances, sales and settlements:</font></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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Purchases</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Sales</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td valign="top"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value at Sept. 30, 2011</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">57</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">60</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">94</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">115</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">341</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">The amount of total gains
or (losses) included in earnings (or changes in net assets)
attributable to the changes in unrealized gains or
losses</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">9</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Derivative assets are
reported on a gross basis.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Realized gains (losses)
are reported in securities gains (losses). Unrealized gains
(losses) are reported in accumulated other comprehensive income
(loss) except for the credit portion of OTTI losses which are
recorded in securities gains (losses).</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(c)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Reported in foreign
exchange and other trading revenue.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(d)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Reported in investment
and other income.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 3px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair value measurements
for liabilities using significant unobservable
inputs</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>for three months ended
Sept. 30, 2011</b></font></p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="86%"></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></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" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Trading</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">liabilities</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Derivative<br />
liabilities <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value at June 30,
2011</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">155</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">155</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Transfers into Level
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">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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total (gains) or
losses:</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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Included in earnings (or
changes in net liabilities)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">80 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">80</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value at Sept. 30,
2011</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">236</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">236</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">The amount of total (gains)
or losses included in earnings (or changes in net assets)
attributable to the changes in unrealized gains or
losses</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">109</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">109</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Derivative liabilities
are reported on a gross basis.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Reported in foreign
exchange and other trading revenue.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 3px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="64%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom" colspan="24"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair value measurements
for assets using significant unobservable inputs for nine months
ended Sept. 30, 2012</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Available-for-sale securities</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Trading assets</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">State
and</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">political</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">subdivisions</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">debt</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Debt
and</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">equity</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">instruments</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Derivative</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">assets
<i>(a)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value at Dec. 31,
2011</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">45</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">63</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">157</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">365</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total gains or (losses) for
the period:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Included in earnings (or
changes in net assets)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" nowrap="nowrap" 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"><i>(b)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">) <i>(b)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><i>(c)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">) <i>(c)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><i>(d)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Purchases, sales and
settlements:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Purchases</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">9</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Sales</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">(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">(33</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Settlements</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(11</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair value at Sept. 30,
2012</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>44</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>50</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>68</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>128</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>290</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Change in unrealized gains
or (losses) for the period included in earnings (or changes in net
assets) for assets held at the end of the reporting
period</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(13</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(13</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Derivative assets are
reported on a gross basis.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Realized gains (losses)
are reported in securities gains (losses). Unrealized gains
(losses) are reported in accumulated other comprehensive income
(loss) except for the credit portion of OTTI losses which are
recorded in securities gains (losses).</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(c)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Reported in foreign
exchange and other trading revenue.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(d)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Reported in investment
and other income.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="82%"></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 style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="8"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair
value measurements for liabilities using significant unobservable
inputs<br />
for nine months ended Sept. 30, 2012</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Trading liabilities</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Derivative<br />
liabilities <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value at Dec. 31,
2011</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">314</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">314</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total (gains) or losses for
the period: Included in earnings (or changes in net
liabilities)</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">(14</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) <i>(b)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair value at Sept. 30,
2012</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>300</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>300</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Change in unrealized
(gains) or losses for the period included in earnings (or changes
in net assets) for liabilities held at the end of the reporting
period</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">33</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">33</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Derivative liabilities
are reported on a gross basis.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Reported in foreign
exchange and other trading revenue.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="58%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="28"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair
value measurements for assets using significant unobservable
inputs<br />
for nine months ended Sept. 30, 2011</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Available-for-sale securities</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Trading assets</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">State and<br />
political</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">subdivisions</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other debt<br />
securities</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Debt and<br />
equity<br />
instruments</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Derivative</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">assets <i>(a)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Loans</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other<br />
assets</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total<br />
assets</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value at Dec. 31,
2010</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">32</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">119</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">338</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Transfers into Level
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">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">48</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">62</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Transfers out of Level
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">(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">(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">(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">(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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(77</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total gains or
(losses):</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Included in earnings (or
changes in net 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><i>(b)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><i>(c)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(c)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(d)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Purchases, issuances, sales
and settlements:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Purchases</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Issuances</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Sales</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(6</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Settlements</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(1</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value at Sept. 30,
2011</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">57</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">60</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">94</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">115</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">341</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">The amount of total gains
or (losses) included in earnings (or changes in net assets)
attributable to the changes in unrealized gains or
losses</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">30</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">40</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Derivative assets are
reported on a gross basis.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Realized gains (losses)
are reported in securities gains (losses). Unrealized gains
(losses) are reported in accumulated other comprehensive income
(loss) except for the credit portion of OTTI losses which are
recorded in securities gains (losses).</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(c)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Reported in foreign
exchange and other trading revenue.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(d)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Reported in investment
and other income.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="72%"></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="16"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair
value measurements for liabilities using significant unobservable
inputs<br />
for nine months ended Sept. 30, 2011</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Trading
liabilities</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Debt and<br />
equity<br />
instruments</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Derivative<br />
liabilities <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other<br />
liabilities</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total<br />
liabilities</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value at Dec. 31,
2010</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">179</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Transfers into Level
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">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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total (gains) or
losses:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Included in earnings (or
changes in net liabilities)</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">76 </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">74</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Purchases, issuances, sales
and settlements:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Settlements</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(19</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value at Sept. 30,
2011</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">236</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">236</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">The amount of total (gains)
or losses included in earnings (or changes in net assets)
attributable to the changes in unrealized gains or
losses</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">119</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">119</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Derivative liabilities
are reported on a gross basis.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Reported in foreign
exchange and other trading revenue.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Level 3 unobservable
inputs</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following tables
present the unobservable inputs used in valuation of assets and
liabilities classified as Level 3 within the fair value
hierarchy.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="33%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td width="16%"></td>
<td valign="bottom" width="3%"></td>
<td width="30%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="12"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Quantitative information about Level 3 fair value
measurements of assets</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollars in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair value at<br />
Sept. 30, 2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Valuation techniques</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Unobservable input</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Range</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b><u>Measured on a
recurring basis:</u></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"><font size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Available-for-sale
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"><font size="1">  </font></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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">State and political
subdivisions</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>44</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Discounted cash flow</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Expected credit
loss</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8%-36%</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading assets:</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"><font size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Debt and equity
instruments:</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"><font size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Structured debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>30</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Option pricing
model <i>(a)</i></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Correlation
risk</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" nowrap="nowrap" 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>
</tr>
<tr>
<td valign="top"></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"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term foreign exchange
volatility</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12%-17%</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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Distressed debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>20</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Discounted cash
flow</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Expected
maturity</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2-10 years</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Credit spreads</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">200-825 bps</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Derivative
assets:</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"><font size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest rate:</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"><font size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Structured foreign exchange
swaptions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>29</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Option pricing model <i>(a)</i></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Correlation
risk</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">0%-25%</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top"></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"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term foreign exchange
volatility</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12%-17%</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange
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"><font size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term foreign exchange
options</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Option pricing model <i>(a)</i></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term foreign exchange
volatility</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" nowrap="nowrap" 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity:</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"><font size="1">  </font></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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity options</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>38</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Option pricing model <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term equity
volatility</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">23%-32%</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b><u>Measured on a
nonrecurring basis:</u></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"><font size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Discounted cash
flows</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Timing of sale</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">0-24 months</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top"></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"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Cap rate</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5.5%-8.0%</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Cost to
complete/sell</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">0%-28%</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td height="13"></td>
<td height="13" colspan="4"></td>
<td height="13" colspan="2"></td>
<td height="13" colspan="2"></td>
<td height="13" colspan="4"></td>
</tr>
<tr>
<td valign="top"></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"><font size="1">  </font></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 style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="12"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Quantitative information about Level 3 fair value
measurements of liabilities</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollars in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair value at<br />
Sept. 30, 2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Valuation techniques</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Unobservable input</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Range</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b><u>Measured on a
recurring basis:</u></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"><font size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading
liabilities:</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"><font size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Derivative
liabilities:</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"><font size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest rate:</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"><font size="1">  </font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Structured foreign exchange
swaptions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>232</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Option pricing
model<i>(a)</i></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Correlation
risk</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">0%-25%</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top"></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"><font size="1">  </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term foreign exchange
volatility</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12%-17%</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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity:</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"><font size="1">  </font></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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity options</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>68</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Option
pricing model <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term equity volatility</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">23%-32%</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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 style="FONT-FAMILY: Times New Roman" size="1"><i>(a) The option pricing
model uses market inputs such as foreign currency exchange rates,
interest rates and volatility to calculate the fair value of the
option.</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>bps – basis
points.</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">At Sept. 30, 2012, the
available-for-sale securities categorized as Level 3 within the
fair value hierarchy primarily consist of a security issued by a
municipality that has filed for bankruptcy. The fair value of this
security was determined based on expected credit losses. A
significant deviation from the expected credit losses would result
in a significantly higher or lower fair value.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">At Sept. 30, 2012, debt and
equity instruments reported as trading assets on the balance sheet
include structured debt and distressed debt. For our structured
debt, changes in foreign exchange volatility generally results in a
higher or lower fair value, while changes in the correlation of
interest and foreign exchange factors generally increases or
decreases the fair value of the instrument. The principal
unobservable inputs for distressed debt include credit spreads and
expected maturity. Changes in credit spreads or the expected period
until maturity would result in an increase or decrease in the fair
value of these instruments.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">At Sept. 30, 2012, our
trading assets and trading liabilities included interest rate
derivative assets and liabilities, respectively, and equity
derivative assets and liabilities, respectively, classified as
Level 3 within the fair value hierarchy. For our structured foreign
exchange swaptions, changes in foreign exchange volatility
generally results in an increased or decreased liability while
changes in the correlation of interest and foreign exchange factors
generally results in a favorable or unfavorable movement in the
fair value of the instrument. The Company purchases and sells
certain long-term equity options based on changes in volatility,
which in turn offset option values.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">At Sept. 30, 2012, loans
measured at fair value on a nonrecurring basis that are included in
Level 3 of the fair value hierarchy include collateral dependent
loans. Principal unobservable inputs may include forecast timing of
sales, cap rates and costs to complete/sell. An increase in holding
period, cap rate or costs to complete/sell would generally result
in a decrease of the fair value of loans. A decrease in holding
period, cap rate or costs to complete/sell</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">would generally result in
an increase in fair value of the loans.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Assets and liabilities
measured at fair value on a nonrecurring basis</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Under certain
circumstances, we make adjustments to fair values of our assets,
liabilities and unfunded lending-related commitments although they
are not measured at fair value on an ongoing basis. An example
would be the recording of an impairment of an asset.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following tables
present the financial instruments carried on the consolidated
balance sheet by caption and by level in the fair value hierarchy
as of Sept. 30, 2012 and Dec. 31, 2011, for which a nonrecurring
change in fair value has been recorded during the quarters ended
Sept. 30, 2012 and Dec. 31, 2011.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="74%"></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="16"> </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
</tr>
<tr>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Assets measured at fair value on a nonrecurring basis
at Sept. 30, 2012</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Level 1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Level 2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Level 3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">carrying value</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Loans <i>(a)</i></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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">181</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">216</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other assets
<i>(b)</i></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">77</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">77</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total assets at fair value
on a nonrecurring basis</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>258</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>35</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>293</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="74%"></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="16"> </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
</tr>
<tr>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Assets measured at fair value on a nonrecurring basis
at Dec. 31, 2011</b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Level 1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Level 2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Level 3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">carrying value</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Loans <i>(a)</i></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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">178</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">221</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other assets
<i>(b)</i></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">126</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">126</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total assets at fair value
on a nonrecurring basis</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>304</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>43</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>347</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>During the quarters
ended Sept. 30, 2012 and Dec. 31, 2011, the fair value of these
loans was increased by $2 million and decreased $32 million,
respectively, based on the fair value of the underlying collateral
as allowed by ASC 310, Accounting by Creditors for Impairment of a
Loan, with an offset to the allowance for credit
losses.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes other assets
received in satisfaction of debt and loans held for sale. Loans
held for sale are carried on the balance sheet at the lower of cost
or market value.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Estimated fair value of
financial instruments</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The carrying amounts of our
financial instruments (i.e., monetary assets and liabilities) are
determined under different accounting methods – see Note 1 to
the Consolidated Financial Statements contained in the 2011 Annual
Report. The following disclosure discusses these instruments on a
uniform fair value basis. However, active markets do not exist for
a significant portion of these instruments. For financial
instruments where quoted prices from identical assets and
liabilities in active markets do not exist, we determine fair value
based on discounted cash flow analysis and comparison to</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">similar instruments.
Discounted cash flow analysis is dependent upon estimated future
cash flows and the level of interest rates. Other judgments would
result in different fair values. The assumptions we used at Dec.
31, 2011 and Sept. 30, 2012 include discount rates ranging
principally from 0.01% to 4.95%. The fair value information
supplements the basic financial statements and other traditional
financial data presented throughout this report.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">A summary of the practices
used for determining fair value and the respective level in the
valuation hierarchy for financial assets and liabilities not
recorded at fair value is as follows.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Interest-bearing
deposits with the Federal Reserve and other central banks and
interest-bearing deposits with banks</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The estimated fair value of
interest-bearing deposits with the Federal Reserve and other
central banks is equal to the book value as these interest-bearing
deposits are generally considered cash equivalents. These
instruments are classified as Level 2 within the valuation
hierarchy. The estimated fair value of interest-bearing deposits
with banks is generally determined using discounted cash flows and
duration of the instrument to maturity. The primary inputs used to
value these transactions are interest rates based on current LIBOR
market rates and time to maturity. Interest-bearing deposits with
banks are classified as Level 2 within the valuation
hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Federal funds sold and
securities purchased under resale agreements</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The estimated fair value of
federal funds sold and securities purchased under resale agreements
is based on inputs such as interest rates and tenors. Federal funds
sold and securities purchased under resale agreements are
classified as Level 2 within the valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Securities
held-to-maturity</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Where quoted prices are
available in an active market for identical assets and liabilities,
we classify the securities as Level 1 within the valuation
hierarchy. Securities are defined as both long and short positions.
Level 1 includes U.S. Treasury securities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">If quoted market prices are
not available for identical assets and liabilities, we estimate
fair value using pricing models, quoted prices of securities with
similar characteristics or discounted cash flows. Examples of such
instruments, which would generally be classified as Level 2 within
the valuation hierarchy, include certain agency and non-agency
mortgage-backed securities, commercial mortgage-backed securities
and state and political subdivision securities.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">For securities where quotes
from active markets are not available for identical securities, we
determine fair value primarily based on pricing sources with
reasonable levels of price transparency that employ financial
models or obtain comparison to similar instruments to arrive at
“consensus” prices.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Specifically, the pricing
sources obtain active market prices for similar types of securities
(e.g., vintage, position in the securitization structure) and
ascertain variables such as discount rate and speed of prepayment
for the types of transaction and apply such variables to similar
types of bonds. We view these as observable transactions in the
current marketplace and classify such securities as Level 2 within
the valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Loans</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">For residential mortgage
loans, fair value is estimated using discounted cash flow analysis,
adjusting where appropriate for prepayment estimates, using
interest rates currently being offered for loans with similar terms
and maturities to borrowers. The estimated fair value of margin
loans and overdrafts is equal to the book value due to the
short-term nature of these assets. The estimated fair value of
other types of loans is determined using discounted cash flows.
Inputs include current LIBOR market rates adjusted for credit
spreads. These loans are generally classified as Level 2 within the
valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Other financial
assets</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Other financial assets
include cash, the Federal Reserve Bank stock and accrued interest
receivable. Cash is classified as Level 1 within the valuation
hierarchy. The Federal Reserve Bank stock is not redeemable or
transferable. The estimated fair value of the Federal Reserve Bank
stock is based on the redemption price and is classified as Level 2
within the valuation hierarchy. Accrued interest receivable is
generally short-term. As a result, book value is considered to
equal fair value. Accrued interest receivable is included as Level
2 within the valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Noninterest-bearing and
interest-bearing deposits</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Interest-bearing deposits
are comprised of money market rate and demand deposits, savings
deposits and time deposits. Except for time deposits, book value is
considered to equal fair value for these deposits due to their
short duration to maturity or payable on demand feature. The fair
value of interest-bearing time deposits is determined using
discounted cash flow analysis. Inputs primarily consist of current
LIBOR market rates and time to maturity. For all
noninterest-bearing deposits, book value is considered to equal
fair value as a result of the short duration of the deposit.
Interest-bearing and noninterest-bearing deposits are classified as
Level 2 within the valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Federal funds purchased
and securities sold under repurchase agreements</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The estimated fair value of
federal funds purchased and securities sold under repurchase
agreements is based on inputs such as interest rates and tenors.
Federal funds purchased and securities sold under repurchase
agreements are classified as Level 2 within the valuation
hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Payables to customers
and broker-dealers</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The estimated fair value of
payables to customers and broker-dealers is equal to the book value
due to demand feature of the payables to customers and
broker-dealers and are classified as Level 2 within the valuation
hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Borrowings</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Borrowings primarily
consist of overdrafts of subcustodian account balances in our
Investment Services businesses, commercial paper and accrued
interest payable. The estimated fair value of overdrafts of
subcustodian account balances in our Investment Services businesses
is considered to equal book value as a result of the short duration
of the overdrafts. Overdrafts are typically repaid within two days.
The estimated fair value of our commercial paper is based on
discount and duration of the commercial paper. Our commercial paper
matures within 397 days from date of issue and is not redeemable
prior to maturity or subject to voluntary prepayment. Our
commercial paper is included in Level 2 of the valuation hierarchy.
Accrued interest payable is generally short-term. As a result, book
value is considered to equal fair value. Accrued interest payable
is included as Level 2 within the valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Long-term
debt</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The estimated fair value of
long-term debt is based on current rates for instruments of the
same remaining maturity or quoted market prices for the same or
similar issues. Long-term debt is classified as Level 2 within the
valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="57%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Summary of
financial instruments</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="18" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31, 2011</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Level 1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Level 2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Level 3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Total<br />
estimated<br />
fair value</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Carrying<br />
amount</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Estimated<br />
fair value</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Carrying<br />
amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest-bearing deposits
with the Federal</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Reserve and other central
banks</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>73,118</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>73,118</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>73,118</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">90,243</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">90,243</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest-bearing deposits
with banks</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>40,612</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>40,612</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>40,578</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">36,381</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">36,321</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Federal funds sold and
securities purchased under resale agreements</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5,753</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5,753</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5,753</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,510</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,510</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Securities
held-to-maturity</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,076</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7,817</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8,893</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8,702</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,540</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">3,521</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>43,239</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>43,239</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>43,073</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">41,166</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">40,970</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other financial
assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,991</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,097</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6,088</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6,088</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,336</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,336</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6,067</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>171,636</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>177,703</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>177,312</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">181,176</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">180,901</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Liabilities:</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Noninterest-bearing
deposits</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>78,790</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>78,790</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>78,790</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">95,335</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">95,335</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest-bearing
deposits</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>144,017</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>144,017</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>144,159</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">123,759</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">123,759</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Federal funds purchased and
securities sold under repurchase agreements</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>12,450</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>12,450</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>12,450</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6,267</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">6,267</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Payables to customers and
broker-dealers</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>13,675</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>13,675</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>13,675</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12,671</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12,671</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Borrowings</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,621</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,621</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,621</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,376</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,376</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term debt</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>20,453</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>20,453</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>19,516</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">20,459</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">19,933</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>272,006</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>272,006</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>271,211</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">260,867</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">260,341</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The table below summarizes
the carrying amount of the hedged financial instruments, the
notional amount of the hedge and the unrealized gain (loss)
(estimated fair value) of the derivatives.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="79%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Hedged financial
instruments</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Carrying<br />
amount</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2"><font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Notional<br />
amount<br />
of hedge</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2"><font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">(Loss)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">At Sept. 30,
2012:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest-bearing deposits
with banks</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10,409</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10,409</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>22</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(366</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5,614</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5,249</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(438</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term debt</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>15,906</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>15,042</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,013</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(5</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">At Dec. 31,
2011:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest-bearing deposits
with banks</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">8,789</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8,789</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">441</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><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">4,354</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,009</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">(289</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><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">10</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term debt</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">15,048</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14,262</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">964</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(9</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
</table>
</div>
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The table below shows SBLCs
by investment grade:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="73%"></td>
<td valign="bottom" width="13%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Standby letters of credit</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Investment grade</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>92</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">91</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Noninvestment
grade</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">9</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
</table>
</div>
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: ARIAL" size="2"><b>Note 3 – Acquisitions and
dispositions</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">We sometimes structure our
acquisitions with both an initial payment and later contingent
payments tied to post-closing revenue or income growth. For
acquisitions completed prior to Jan. 1, 2009, we record the fair
value of contingent payments as an additional cost of the entity
acquired in the period that the payment becomes probable. For
acquisitions completed after Jan. 1, 2009, subsequent changes in
the fair value of a contingent consideration liability will be
recorded through the income statement. Contingent payments totaled
$3 million in the third quarter of 2012 and $7 million in the first
nine months of 2012.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
<font size="1"> </font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">At Sept. 30, 2012, we were
potentially obligated to pay additional consideration which, using
reasonable assumptions for the performance of the acquired
companies and joint ventures based on contractual agreements, could
range from $3 million to $33 million over the next two
years.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Acquisitions in
2011</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">On July 1, 2011, BNY
Mellon acquired the wealth management operations of Chicago-based
Talon Asset Management (“Talon”) for cash of $11
million. We are obligated to pay, upon occurrence of certain
events, contingent additional consideration of $5 million, which
was recorded as goodwill at the acquisition date. Talon manages
assets of wealthy families and institutions. Goodwill related to
this acquisition, including contingent additional consideration, is
included in our Investment Management business and totaled $10
million and is deductible for tax purposes. Customer relationship
intangible assets related to this acquisition are included in our
Investment Management business, with a life of 20 years, and
totaled $6 million.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">On Nov. 30, 2011, BNY
Mellon acquired Penson Financial Services Australia Pty Ltd, a
clearing firm located in Australia, in a $33 million share purchase
transaction. Goodwill related to this acquisition is included in
our Investment Services business and totaled $10 million and is
non-tax deductible. Customer relationship intangible assets related
to this acquisition are included in our Investment Services
business, with a life of nine years, and totaled $6
million.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Dispositions in
2011</i></font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">On Dec. 31, 2011, BNY
Mellon sold its Shareowner Services business. The sales price of
$550 million resulted in a pre-tax gain of $98 million. We recorded
an immaterial after-tax gain primarily due to the write-off of
non-tax deductible goodwill associated with the
business.</font></p>
</div>
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: ARIAL" size="2"><b>Note 12 – Securitizations
and variable interest entities</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Variable interest
entities (“VIEs”)</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Accounting guidance on the
consolidation of VIEs is included in ASC 810, <i>Consolidation</i>,
and ASU 2009-17, “Improvements to Financial Reporting by
Enterprises Involved with Variable Interest
Entities.”</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Effective Jan. 1, 2010, the
FASB approved ASU 2010-10 “Amendments for Certain Investment
Funds,” which defers the requirements of ASU 2009-17 for
asset managers’ interests in entities that apply the
specialized accounting guidance for investment companies or that
have the attributes of investment companies and for interests in
money market funds.</font></p>
<p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Accounting guidance on the
consolidation of VIEs applies to certain entities in which the
equity investors:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="26" align="left"><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">do not have sufficient equity at risk for the entity to finance
its activities without additional financial support; or</font></p>
</td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="26" align="left"><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">lack one or more of the following characteristics of a
controlling financial interest:</font></p>
</td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td width="27"><font size="1"> </font></td>
<td valign="top" width="27" align="left"><font style="FONT-FAMILY: Times New Roman" size="2">-</font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="2">The power, through voting
rights or similar rights, to direct the activities of an entity
that most significantly impact the entity’s economic
performance (ASU 2009-17 model).</font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td width="27"><font size="1"> </font></td>
<td valign="top" width="27" align="left"><font style="FONT-FAMILY: Times New Roman" size="2">-</font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="2">The direct or indirect
ability to make decisions about the entity’s activities
through voting rights or similar rights (ASC 810
model).</font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td width="27"><font size="1"> </font></td>
<td valign="top" width="27" align="left"><font style="FONT-FAMILY: Times New Roman" size="2">-</font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="2">The obligation to absorb
the expected losses of the entity.</font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td width="27"><font size="1"> </font></td>
<td valign="top" width="27" align="left"><font style="FONT-FAMILY: Times New Roman" size="2">-</font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="2">The right to receive the
expected residual returns of the entity.</font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">BNY Mellon’s VIEs
generally include retail, institutional and alternative investment
funds offered to its retail and institutional customers in which it
acts as the funds’ investment manager. BNY Mellon earns
management fees on these funds as well as performance fees in
certain funds. It may also provide start-up capital in its new
funds. These VIEs are included in the scope of ASU 2010-10 and are
reviewed for consolidation based on the guidance in ASC
810.</font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">BNY Mellon applies ASC 810
to its mutual funds, hedge funds, private equity funds, collective
investment funds and real estate investment trusts. If these
entities are determined to be VIEs, primary beneficiary
calculations are prepared in accordance with ASC 810 to determine
whether or not BNY Mellon is the primary beneficiary and required
to consolidate the VIE. The primary beneficiary of a VIE is the
party that absorbs a majority of the variable interests’
expected losses, receives a majority of its expected residual
returns or both.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The primary beneficiary
calculations include estimates of ranges and probabilities of
losses and returns from the funds. The calculated expected gains
and expected losses are allocated to the variable interest holders
of the funds, which are generally the funds’ investors and
which may include BNY Mellon, in order to determine which entity is
required to consolidate the VIE, if any.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">BNY Mellon has other VIEs,
including securitization trusts, which are no longer considered
qualified special purpose entities, and CLOs, in which BNY Mellon
serves as the investment manager. In addition, we provide trust and
custody services for a fee to entities sponsored by corporations in
which we have no other interest. These VIEs are evaluated under the
guidance included in ASU 2009-17. BNY Mellon has two
securitizations and several CLOs, which are assessed for
consolidation in accordance with ASU 2009-17.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The primary beneficiary of
these VIEs is the entity whose variable interests provide it with a
controlling financial interest, which includes the power to direct
the activities that most significantly impact the VIE’s
economic performance and the obligation to absorb losses of the VIE
or the right to receive benefits of the VIE that could potentially
be significant to the VIE.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">In order to determine if it
has a controlling financial interest in these VIEs, BNY Mellon
assesses the VIE’s purpose and design along with the risks it
was designed to create and pass through to its variable interest
holders. We also assess our involvement in the VIE and the
involvement of any other variable interest holders in the
VIE.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Generally, as the sponsor
and the manager of its VIEs, BNY Mellon has the power to control
the activities that significantly impact the VIE’s economic
performance. Both a qualitative and quantitative analysis of BNY
Mellon’s variable interests are performed to determine if BNY
Mellon has the obligation to absorb losses of the VIE or the right
to receive benefits of the VIE that could potentially be
significant to the VIE. The analyses included assessments related
to the expected performance of the VIEs and its related impact on
BNY Mellon’s seed capital, management fees or residual
interests in the VIEs. We also assess any potential impact the
VIE’s expected performance has on our performance
fees.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following tables
present the incremental assets and liabilities included in BNY
Mellon’s consolidated financial statements, after applying
intercompany eliminations, as of Sept. 30, 2012 and Dec. 31, 2011,
based on the assessments performed in accordance with ASC 810 and
ASU 2009-17. The net assets of any consolidated VIE are solely
available to settle the liabilities of the VIE and to settle any
investors’ ownership liquidation requests, including any seed
capital invested in the VIE by BNY Mellon.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="43%"></td>
<td valign="bottom" width="13%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="13%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="13%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="12">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Investments consolidated
under ASC 810 and ASU 2009-17</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>at Sept. 30,
2012</b></font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Investment<br />
Management<br />
funds</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Securitizations</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total<br />
consolidated<br />
investments</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">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"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>492</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>492</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10,821</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10,821</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>548</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>548</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>11,369</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>492</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>11,861</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading
liabilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10,018</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10,018</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other
liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>462</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>490</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total
liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10,046</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>462</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10,508</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Non-redeemable
noncontrolling interests</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>781</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>781</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td height="8"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
</tr>
<tr>
<td valign="top"></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 style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="12">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Investments consolidated
under ASC 810 and ASU 2009-17</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>at Dec. 31,
2011</b></font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Investment<br />
Management<br />
funds</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Securitizations</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total<br />
consolidated<br />
investments</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">479</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">479</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading 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">10,751</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">10,751</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">596</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">596</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11,347</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">479</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11,826</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading
liabilities</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">10,053</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">10,053</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other
liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">32</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">443</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">475</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total
liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,085</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">443</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,528</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Non-redeemable
noncontrolling interests</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">670</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">670</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">BNY Mellon voluntarily
provided capital support agreements to certain VIEs (see below).
With the exception of these agreements, we are not contractually
required to provide financial or any other support to any of our
VIEs. Additionally, creditors of any consolidated VIEs do not have
any recourse to the general credit of BNY Mellon.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Non-consolidated
VIEs</i></font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">As of Sept. 30, 2012 and
Dec. 31, 2011, the following assets related to the VIEs, where BNY
Mellon is not the primary beneficiary, are included in our
consolidated financial statements.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="59%"></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="8"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Non-consolidated VIEs at Sept. 30, 2012</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Assets</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Liabilities</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Maximum</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">loss<br />
exposure</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">97</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">97</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="59%"></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="8"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Non-consolidated VIEs at Dec. 31, 2011</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Assets</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Liabilities</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Maximum</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">loss<br />
exposure</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">41</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">41</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">42</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">42</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The maximum loss exposure
indicated in the above tables relates solely to BNY Mellon’s
seed capital or residual interests invested in the VIEs.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Consolidated credit
supported VIEs</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">At Sept. 30, 2012, there
were no remaining consolidated credit supported VIEs. At Dec. 31,
2011, BNY Mellon’s financial statements included certain
funds created solely with securities subject to credit support
agreements where we agreed to absorb the majority of
loss.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="58%"></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="12"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Consolidated credit supported VIEs at Dec. 31,
2011</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Assets</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Liabilities</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Maximum<br />
loss<br />
exposure</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">22</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">22</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">24</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
<div>
<p style="MARGIN-TOP: 3px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The tables below include a
roll forward of the balance sheet amounts (including the change in
fair value) for financial instruments classified in Level 3 of the
valuation hierarchy.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Our classification of a
financial instrument in Level 3 of the valuation hierarchy is based
on the significance of the unobservable factors to the overall fair
value measurement. However, these instruments generally include
other observable components that are actively quoted or validated
to third-party sources; accordingly, the gains and losses in the
table below include changes in fair value due to observable
parameters as well as the unobservable parameters in our valuation
methodologies. We also frequently manage the risks of Level 3
financial instruments using securities and derivatives positions
that are Level 1 or 2 instruments which are not included in the
table; accordingly, the gains or losses below do not reflect the
effect of our risk management activities related to the Level 3
instruments.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 3px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair value measurements
for assets using significant unobservable inputs</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>for three months ended
Sept. 30, 2012</b></font></p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="60%"></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" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Available-for-sale securities</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Trading assets</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">State and political<br />
subdivisions</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Debt and equity<br />
instruments</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Derivative<br />
assets <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total<br />
assets</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value at June 30,
2012</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">42</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">60</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">73</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">138</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">313</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top"><font style="FONT-FAMILY: Times New Roman" size="1">Total gains or (losses) for the period:</font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Included in earnings (or
changes in net 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">2 </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><i>(c)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">)<i> (c)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><i>(d)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><font style="FONT-FAMILY: Times New Roman" size="1">Purchases and sales:</font></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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Purchases</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">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">4</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Sales</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">(10</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair value at Sept. 30,
2012</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>44</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>50</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>68</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>128</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>290</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Change in unrealized gains
or (losses) for the period included in earnings (or changes in net
assets) for assets held at the end of the reporting
period</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Derivative assets are
reported on a gross basis.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Realized gains (losses)
are reported in securities gains (losses). Unrealized gains
(losses) are reported in accumulated other comprehensive income
(loss) except for the credit portion of OTTI losses which are
recorded in securities gains (losses).</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(c)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Reported in foreign
exchange and other trading revenue.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(d)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Reported in investment
and other income.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 3px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair value measurements
for liabilities using significant unobservable
inputs</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>for three months ended
Sept. 30, 2012</b></font></p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="82%"></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" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Trading liabilities</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Derivative</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">liabilities
<i>(a)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">liabilities</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value at June 30,
2012</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">302</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">302</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total (gains) or losses for
the period:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Included in earnings (or
changes in net liabilities)</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">) <i>(b)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair value at Sept. 30,
2012</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>300</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>300</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Change in unrealized
(gains) or losses for the period included in earnings</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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">(or changes in net assets)
for liabilities held at the end of the reporting period</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Derivative liabilities
are reported on a gross basis.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Reported in foreign
exchange and other trading revenue.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 3px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair value measurements
for assets using significant unobservable inputs</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>for three months ended
Sept. 30, 2011</b></font></p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="59%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></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" colspan="6" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Available-for-sale securities</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Trading assets</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">State and<br />
political<br />
subdivisions</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other debt<br />
securities</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Debt and<br />
equity<br />
instruments</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Derivative<br />
assets <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Loans</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other<br />
assets</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total<br />
assets</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value at June 30,
2011</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">66</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">107</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">116</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">340</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Transfers into Level
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">21</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">24</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Transfers out of Level
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">(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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(9</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total gains or
(losses):</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Included in earnings (or
changes in net 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">- </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><i>(b)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><i>(c)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">) <i>(c)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><i>(d)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top"><font style="FONT-FAMILY: Times New Roman" size="1">Purchases, issuances, sales and settlements:</font></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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Purchases</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Sales</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td valign="top"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value at Sept. 30, 2011</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">57</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">60</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">94</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">115</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">341</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">The amount of total gains
or (losses) included in earnings (or changes in net assets)
attributable to the changes in unrealized gains or
losses</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">9</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Derivative assets are
reported on a gross basis.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Realized gains (losses)
are reported in securities gains (losses). Unrealized gains
(losses) are reported in accumulated other comprehensive income
(loss) except for the credit portion of OTTI losses which are
recorded in securities gains (losses).</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(c)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Reported in foreign
exchange and other trading revenue.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(d)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Reported in investment
and other income.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 3px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair value measurements
for liabilities using significant unobservable
inputs</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>for three months ended
Sept. 30, 2011</b></font></p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="86%"></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></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" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Trading</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">liabilities</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Derivative<br />
liabilities <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value at June 30,
2011</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">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">155</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Transfers into Level
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">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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total (gains) or
losses:</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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Included in earnings (or
changes in net liabilities)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">80 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">80</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value at Sept. 30,
2011</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">236</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">236</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">The amount of total (gains)
or losses included in earnings (or changes in net assets)
attributable to the changes in unrealized gains or
losses</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">109</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">109</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Derivative liabilities
are reported on a gross basis.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Reported in foreign
exchange and other trading revenue.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 3px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="64%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom" colspan="24"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair value measurements
for assets using significant unobservable inputs for nine months
ended Sept. 30, 2012</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Available-for-sale securities</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Trading assets</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">State
and</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">political</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">subdivisions</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">debt</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Debt
and</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">equity</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">instruments</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Derivative</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">assets
<i>(a)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value at Dec. 31,
2011</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">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">97</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">157</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">365</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total gains or (losses) for
the period:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Included in earnings (or
changes in net assets)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" nowrap="nowrap" 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"><i>(b)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">) <i>(b)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><i>(c)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">) <i>(c)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><i>(d)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Purchases, sales and
settlements:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Purchases</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">9</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Sales</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">(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">(33</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Settlements</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(11</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair value at Sept. 30,
2012</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>44</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>50</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>68</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>128</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>290</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Change in unrealized gains
or (losses) for the period included in earnings (or changes in net
assets) for assets held at the end of the reporting
period</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(13</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(13</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Derivative assets are
reported on a gross basis.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Realized gains (losses)
are reported in securities gains (losses). Unrealized gains
(losses) are reported in accumulated other comprehensive income
(loss) except for the credit portion of OTTI losses which are
recorded in securities gains (losses).</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(c)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Reported in foreign
exchange and other trading revenue.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(d)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Reported in investment
and other income.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="82%"></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 style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="8"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair
value measurements for liabilities using significant unobservable
inputs<br />
for nine months ended Sept. 30, 2012</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Trading liabilities</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Derivative<br />
liabilities <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value at Dec. 31,
2011</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">314</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">314</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total (gains) or losses for
the period: Included in earnings (or changes in net
liabilities)</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(14</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) <i>(b)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(14</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair value at Sept. 30,
2012</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>300</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>300</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Change in unrealized
(gains) or losses for the period included in earnings (or changes
in net assets) for liabilities held at the end of the reporting
period</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">33</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">33</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Derivative liabilities
are reported on a gross basis.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Reported in foreign
exchange and other trading revenue.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="58%"></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="3%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="28"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair
value measurements for assets using significant unobservable
inputs<br />
for nine months ended Sept. 30, 2011</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Available-for-sale securities</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Trading assets</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">State and<br />
political</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">subdivisions</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other debt<br />
securities</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Debt and<br />
equity<br />
instruments</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Derivative</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">assets <i>(a)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Loans</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other<br />
assets</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total<br />
assets</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value at Dec. 31,
2010</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">10</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">119</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">113</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">338</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Transfers into Level
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">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">48</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">62</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Transfers out of Level
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">(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">(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">(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">(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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(77</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total gains or
(losses):</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Included in earnings (or
changes in net 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><i>(b)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><i>(c)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(c)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(d)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Purchases, issuances, sales
and settlements:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Purchases</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Issuances</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Sales</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(6</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Settlements</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(1</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value at Sept. 30,
2011</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">57</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">60</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">94</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">115</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">341</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">The amount of total gains
or (losses) included in earnings (or changes in net assets)
attributable to the changes in unrealized gains or
losses</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">30</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">40</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Derivative assets are
reported on a gross basis.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Realized gains (losses)
are reported in securities gains (losses). Unrealized gains
(losses) are reported in accumulated other comprehensive income
(loss) except for the credit portion of OTTI losses which are
recorded in securities gains (losses).</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(c)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Reported in foreign
exchange and other trading revenue.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(d)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Reported in investment
and other income.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="72%"></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="16"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Fair
value measurements for liabilities using significant unobservable
inputs<br />
for nine months ended Sept. 30, 2011</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Trading
liabilities</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Debt and<br />
equity<br />
instruments</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Derivative<br />
liabilities <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other<br />
liabilities</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total<br />
liabilities</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value at Dec. 31,
2010</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">179</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Transfers into Level
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">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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Total (gains) or
losses:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Included in earnings (or
changes in net liabilities)</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">76 </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">74</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Purchases, issuances, sales
and settlements:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Settlements</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(19</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value at Sept. 30,
2011</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">236</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">236</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">The amount of total (gains)
or losses included in earnings (or changes in net assets)
attributable to the changes in unrealized gains or
losses</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">119</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">119</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Derivative liabilities
are reported on a gross basis.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Reported in foreign
exchange and other trading revenue.</i></font></td>
</tr>
</table>
</div>
<div>
<p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The table below provides a
breakdown of intangible assets by type.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="63%"></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>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></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 style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Intangible
assets</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="14" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31, 2011</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollar
amounts in millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Gross<br />
carrying<br />
amount</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Accumulated<br />
amortization</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Net<br />
carrying<br />
amount</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Remaining<br />
weighted-<br />
average<br />
amortization<br />
period</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Net</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">carrying<br />
amount</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Subject to
amortization:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Customer relationships -
Investment Management</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,115</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(1,328</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>787</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>12 yrs.</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">920</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Customer contracts -
Investment Services</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,351</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(971</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,380</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>12</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,517</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>132</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(105</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>27</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total subject to
amortization</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,598</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(2,404</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,194</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>12 yrs.</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,473</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Not subject to
amortization: <i>(a)</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Trade name</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,368</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,368</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,366</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Customer
relationships</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,320</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,320</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,313</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total not subject to
amortization</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,688</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,688</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,679</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total intangible
assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7,286</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(2,404</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,882</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,152</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Intangible assets not
subject to amortization have an indefinite life.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>N/A—Not
applicable.</i></font></p>
</div>
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The table below shows the
projected weighted-average default rates and loss severities for
the 2007, 2006 and late 2005 non-agency RMBS at Sept. 30, 2012 and
Dec. 31, 2011.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="35%"></td>
<td valign="bottom" width="16%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="15%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="15%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="15%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="16"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Projected weighted-average default rates and
severities</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31, 2011</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" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Default Rate</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Severity</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Default Rate</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Severity</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>44</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>57</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">44</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">57</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>62</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>72</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">73</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>24</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>43</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">25</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">43</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
</table>
</div>
<div>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="68%"></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>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></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 style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Net interest
revenue</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Quarter ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Year-to-date</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> <br />
 </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  <br />
  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> <br />
 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">June 30,<br />
2012</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  <br />
  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> <br />
 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  <br />
  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> <br />
 </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  <br />
  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> <br />
 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  <br />
  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Interest
revenue</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Non-margin loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>167</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">169</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">168</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>505</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">510</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Margin loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>42</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>126</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">91</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">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="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Taxable</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>477</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">484</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">493</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,464</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,449</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Exempt from federal income
taxes</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>24</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">20</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>59</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">23</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Total securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>501</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">504</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,523</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,472</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Deposits in
banks</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>99</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">153</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>306</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">425</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Deposits with the Federal
Reserve and other central banks</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>33</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">47</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>115</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Federal funds sold and
securities purchased under resale agreements</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>26</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>27</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">19</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">16</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>63</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">55</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total interest
revenue</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>877</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">875</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">928</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,664</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,663</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Interest
expense</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>36</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">66</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>122</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">182</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Federal funds purchased and
securities sold under repurchase agreements</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading
liabilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>17</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other borrowed
funds</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>14</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Customer
payables</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term debt</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>82</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">84</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">74</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>259</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">225</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total interest
expense</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>128</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">141</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">153</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>416</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">459</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Net interest
revenue</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>749</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">734</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">775</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,248</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,204</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
<div>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The table below summarizes
the carrying amount of the hedged financial instruments, the
notional amount of the hedge and the unrealized gain (loss)
(estimated fair value) of the derivatives.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="79%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Hedged financial
instruments</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Carrying<br />
amount</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2"><font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Notional<br />
amount<br />
of hedge</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2"><font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gain</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">(Loss)</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">At Sept. 30,
2012:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest-bearing deposits
with banks</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10,409</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10,409</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>22</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(366</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5,614</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5,249</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(438</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term debt</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>15,906</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>15,042</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,013</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(5</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">At Dec. 31,
2011:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Interest-bearing deposits
with banks</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8,789</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8,789</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">441</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><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">4,354</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,009</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">(289</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><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">10</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Long-term debt</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">15,048</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14,262</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">964</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(9</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
</table>
</div>
<div>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Ineffectiveness related to
derivatives and hedging relationships was recorded in income as
follows:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="73%"></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Ineffectiveness</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Nine months ended</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30,</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value hedge of
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(1.7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(5.1</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value hedge of
deposits and long-term debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(7.3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(2.6</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Fair value hedge of
loans</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">0.1</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Cash flow hedges</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>0.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(0.1</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other <i>(a)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(0.1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(0.1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(9.0</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(7.8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="21" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes ineffectiveness
recorded on foreign exchange hedges.</i></font></td>
</tr>
</table>
</div>
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following tables
present the incremental assets and liabilities included in BNY
Mellon’s consolidated financial statements, after applying
intercompany eliminations, as of Sept. 30, 2012 and Dec. 31, 2011,
based on the assessments performed in accordance with ASC 810 and
ASU 2009-17. The net assets of any consolidated VIE are solely
available to settle the liabilities of the VIE and to settle any
investors’ ownership liquidation requests, including any seed
capital invested in the VIE by BNY Mellon.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="43%"></td>
<td valign="bottom" width="13%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="13%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="13%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="12">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Investments consolidated
under ASC 810 and ASU 2009-17</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>at Sept. 30,
2012</b></font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Investment<br />
Management<br />
funds</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Securitizations</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total<br />
consolidated<br />
investments</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">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"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>492</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>492</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading assets</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10,821</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10,821</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>548</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>548</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>11,369</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>492</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>11,861</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading
liabilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10,018</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10,018</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other
liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>462</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>490</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total
liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10,046</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>462</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10,508</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Non-redeemable
noncontrolling interests</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>781</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>781</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td height="8"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
</tr>
<tr>
<td valign="top"></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 style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="12">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Investments consolidated
under ASC 810 and ASU 2009-17</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>at Dec. 31,
2011</b></font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Investment<br />
Management<br />
funds</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Securitizations</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total<br />
consolidated<br />
investments</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="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">479</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading 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">10,751</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">10,751</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">596</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">596</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total assets</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11,347</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">479</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11,826</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading
liabilities</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">10,053</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">10,053</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other
liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">32</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">443</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">475</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total
liabilities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,085</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">443</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,528</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Non-redeemable
noncontrolling interests</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">670</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">670</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
<div>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following tables show
the aggregate related fair value of investments that have been in a
continuous unrealized loss position for less than 12 months and
those that have been in a continuous unrealized loss position for
12 months or more.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="64%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Temporarily impaired securities at Sept. 30,
2012</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Less than 12
months</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">12 months or
more</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Fair</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Fair</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Fair</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">value</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">losses</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">value</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">losses</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">value</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">losses</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Available-for-sale:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">State and political
subdivisions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>389</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>170</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>29</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>559</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>33</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Agency RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>830</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>108</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>938</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>26</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>13</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>45</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>71</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>17</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>320</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>22</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>320</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>22</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>26</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>391</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>92</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>417</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>99</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>39</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>31</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>679</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>107</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>718</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>138</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial MBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>379</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>58</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>379</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>58</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Asset-backed
CLOs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>367</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>346</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>13</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>713</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>15</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>541</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>549</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>153</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>153</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other debt
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,423</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,428</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS
<i>(a)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>29</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>62</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>91</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS
<i>(a)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>21</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>49</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total securities
available-for-sale</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,851</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>71</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,534</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>332</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7,385</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>403</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Held-to-maturity:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>25</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>25</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>59</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>59</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>25</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>25</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>354</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>70</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>354</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>70</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial MBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>24</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>24</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total securities
held-to-maturity</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>487</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>84</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>487</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>84</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total temporarily impaired
securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,851</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>71</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3,021</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>416</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7,872</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>487</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top" colspan="20">
<p style="MARGIN-TOP: 0px; TEXT-INDENT: -2em; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2em">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)    Previously included in the
Grantor Trust. The Grantor Trust was dissolved in the first quarter
of 2011.</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; FONT-SIZE: 12px">
<font size="1"> </font></p>
</td>
<td valign="top">
<p style="MARGIN-TOP: 0px; TEXT-INDENT: -2em; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2em">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>       </i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; FONT-SIZE: 12px">
</p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" colspan="20"> </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
  </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Temporarily impaired securities at Dec. 31,
2011</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Less than 12
months</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">12 months or
more</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Fair</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Fair</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Fair</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">value</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">losses</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">value</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">losses</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">value</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">losses</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Available-for-sale:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. Treasury</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">118</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">118</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">State and political
subdivisions</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">483</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">157</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">640</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Agency RMBS</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">3,844</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">140</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">3,984</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS</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">132</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">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">42</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS</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">324</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">447</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">77</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">771</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS</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">400</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">190</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">400</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">190</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other RMBS</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">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">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">895</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">226</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">900</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">230</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial MBS</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">340</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">495</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">835</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">77</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Asset-backed
CLOs</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">1,143</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">211</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,354</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other 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">60</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">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">78</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign covered
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">368</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">406</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">3</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><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">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">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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">5</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other debt
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">2,613</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">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">54</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">2,667</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS
<i>(a)</i></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">595</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">53</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">624</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">68</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS
<i>(a)</i></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">21</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">21</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS
<i>(a)</i></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">50</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">50</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total securities
available-for-sale</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,766</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">178</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,321</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">696</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14,087</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">874</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Held-to-maturity:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">69</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">42</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">16</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">111</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS</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">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">10</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS</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">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">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">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">3</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other RMBS</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">107</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">91</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">680</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial MBS</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">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">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">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">2</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total securities
held-to-maturity</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">176</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">722</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">122</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">898</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">127</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total temporarily impaired
securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,942</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">183</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,043</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">818</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14,985</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,001</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Previously included in
the Grantor Trust. The Grantor Trust was dissolved in the first
quarter of 2011.</i></font></td>
</tr>
</table>
</div>
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Lost
interest</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="48%"></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Lost
interest</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>YTD12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">YTD11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Amount by which interest
income recognized on nonperforming loans exceeded
reversals</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td height="8"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
<td height="8" colspan="4"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Amount by which interest
income would have increased if nonperforming loans at period-end
had been performing for the entire period</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">15</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The table below provides
the details of our loan distribution and industry concentrations of
credit risk at Sept. 30, 2012 and Dec. 31, 2011.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="72%"></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 style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Loans</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31,<br />
2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Domestic:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Financial
institutions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,442</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,606</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>787</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth management loans and
mortgages</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8,215</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,342</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial real
estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,680</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,449</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Lease financings
<i>(a)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,444</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,558</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other residential
mortgages</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,701</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,923</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Overdrafts</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,070</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,958</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>685</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">623</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Margin loans</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>13,036</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">12,760</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total domestic</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>34,060</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">33,971</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Foreign:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Financial
institutions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6,606</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6,538</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>366</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">528</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial real
estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>37</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Lease financings
<i>(a)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,033</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,051</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other (primarily
overdrafts)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3,787</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,891</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total foreign</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>11,829</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,008</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total loans</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>45,889</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">43,979</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="21" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Net of unearned income
on domestic and foreign lease financings of $1,198 million at Sept.
30, 2012 and $1,343 million at Dec. 31, 2011.</i></font></td>
</tr>
</table>
</div>
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The table below sets forth
information about our impaired loans. We use the discounted cash
flow method as the primary method for valuing impaired
loans.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="55%"></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Impaired
loans</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="22" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Quarter ended</font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">June 30,
2012</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30, 2011</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Average<br />
recorded<br />
investment</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Interest<br />
income<br />
recognized</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Average<br />
recorded<br />
investment</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Interest<br />
income<br />
recognized</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Average<br />
recorded<br />
investment</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Interest<br />
income<br />
recognized</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Impaired loans with an
allowance:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>61</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">64</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">28</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial real
estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>26</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Financial
institutions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth management loans and
mortgages</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">13</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total impaired loans with
an allowance</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>125</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">139</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">89</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Impaired loans without an
allowance<i>:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial real
estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Financial
institutions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth management loans and
mortgages</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total impaired loans
without an allowance <i>(a)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">16</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total impaired
loans</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>135</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">147</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">105</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>When the discounted cash
flows, collateral value or market price equals or exceeds the
carrying value of the loan, then the loan does not require an
allowance under the accounting standard related to impaired
loans.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="70%"></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 style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Impaired
loans</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="14" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Year-to-date</font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Sept. 30, 2011</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Average<br />
recorded<br />
investment</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Interest<br />
income<br />
recognized</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Average<br />
recorded<br />
investment</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Interest<br />
income<br />
recognized</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Impaired loans with an
allowance:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>53</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial real
estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>31</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Financial
institutions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth management loans and
mortgages</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">1</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total impaired loans with
an allowance</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>131</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Impaired loans without an
allowance:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial real
estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Financial
institutions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth management loans and
mortgages</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total impaired loans
without an allowance <i>(a)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">18</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total impaired
loans</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>140</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">120</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>When the discounted cash
flows, collateral value or market price equals or exceeds the
carrying value of the loan, then the loan does not require an
allowance under the accounting standard related to impaired
loans.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="60%"></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>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></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>
<td valign="bottom" width="4%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Impaired
loans</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31, 2011</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Recorded<br />
investment</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Unpaid<br />
principal<br />
balance</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Related<br />
allowance <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Recorded<br />
investment</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Unpaid<br />
principal<br />
balance</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Related<br />
allowance <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Impaired loans with an
allowance:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>60</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>65</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>12</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">31</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial real
estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>26</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>27</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">41</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Financial
institutions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth management loans and
mortgages</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>29</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>29</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>17</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">18</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total impaired loans with
an allowance</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>125</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>139</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">119</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">138</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Impaired loans without an
allowance<i>:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial real
estate</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">N/A</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Financial
institutions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">N/A</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Wealth management loans and
mortgages</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/A</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total impaired loans
without an allowance <i>(b)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>13</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>19</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>N/A</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">9</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">15</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/A</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total impaired loans
<i>(c)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>138</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>158</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">128</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">153</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">32</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>The allowance for
impaired loans is included in the allowance for loan
losses.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>When the discounted cash
flows, collateral value or market price equals or exceeds the
carrying value of the loan, then the loan does not require an
allowance under the accounting standard related to impaired
loans.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(c)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Excludes an aggregate of
$2 million of impaired loans in amounts individually less than $1
million at Sept. 30, 2012 and Dec. 31, 2011. The allowance for loan
loss associated with these loans totaled less than $1 million at
both Sept. 30, 2012 and Dec. 31, 2011.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>N/A –</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i> Not
applicable.</i></font></td>
</tr>
</table>
</div>
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Variable interest
entities (“VIEs”)</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Accounting guidance on the
consolidation of VIEs is included in ASC 810, <i>Consolidation</i>,
and ASU 2009-17, “Improvements to Financial Reporting by
Enterprises Involved with Variable Interest
Entities.”</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Effective Jan. 1, 2010, the
FASB approved ASU 2010-10 “Amendments for Certain Investment
Funds,” which defers the requirements of ASU 2009-17 for
asset managers’ interests in entities that apply the
specialized accounting guidance for investment companies or that
have the attributes of investment companies and for interests in
money market funds.</font></p>
<p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Accounting guidance on the
consolidation of VIEs applies to certain entities in which the
equity investors:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="26" align="left"><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">do not have sufficient equity at risk for the entity to finance
its activities without additional financial support; or</font></p>
</td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="26" align="left"><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">lack one or more of the following characteristics of a
controlling financial interest:</font></p>
</td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td width="27"><font size="1"> </font></td>
<td valign="top" width="27" align="left"><font style="FONT-FAMILY: Times New Roman" size="2">-</font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="2">The power, through voting
rights or similar rights, to direct the activities of an entity
that most significantly impact the entity’s economic
performance (ASU 2009-17 model).</font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td width="27"><font size="1"> </font></td>
<td valign="top" width="27" align="left"><font style="FONT-FAMILY: Times New Roman" size="2">-</font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="2">The direct or indirect
ability to make decisions about the entity’s activities
through voting rights or similar rights (ASC 810
model).</font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td width="27"><font size="1"> </font></td>
<td valign="top" width="27" align="left"><font style="FONT-FAMILY: Times New Roman" size="2">-</font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="2">The obligation to absorb
the expected losses of the entity.</font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td width="27"><font size="1"> </font></td>
<td valign="top" width="27" align="left"><font style="FONT-FAMILY: Times New Roman" size="2">-</font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="2">The right to receive the
expected residual returns of the entity.</font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">BNY Mellon’s VIEs
generally include retail, institutional and alternative investment
funds offered to its retail and institutional customers in which it
acts as the funds’ investment manager. BNY Mellon earns
management fees on these funds as well as performance fees in
certain funds. It may also provide start-up capital in its new
funds. These VIEs are included in the scope of ASU 2010-10 and are
reviewed for consolidation based on the guidance in ASC
810.</font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">BNY Mellon applies ASC 810
to its mutual funds, hedge funds, private equity funds, collective
investment funds and real estate investment trusts. If these
entities are determined to be VIEs, primary beneficiary
calculations are prepared in accordance with ASC 810 to determine
whether or not BNY Mellon is the primary beneficiary and required
to consolidate the VIE. The primary beneficiary of a VIE is the
party that absorbs a majority of the variable interests’
expected losses, receives a majority of its expected residual
returns or both.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The primary beneficiary
calculations include estimates of ranges and probabilities of
losses and returns from the funds. The calculated expected gains
and expected losses are allocated to the variable interest holders
of the funds, which are generally the funds’ investors and
which may include BNY Mellon, in order to determine which entity is
required to consolidate the VIE, if any.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">BNY Mellon has other VIEs,
including securitization trusts, which are no longer considered
qualified special purpose entities, and CLOs, in which BNY Mellon
serves as the investment manager. In addition, we provide trust and
custody services for a fee to entities sponsored by corporations in
which we have no other interest. These VIEs are evaluated under the
guidance included in ASU 2009-17. BNY Mellon has two
securitizations and several CLOs, which are assessed for
consolidation in accordance with ASU 2009-17.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The primary beneficiary of
these VIEs is the entity whose variable interests provide it with a
controlling financial interest, which includes the power to direct
the activities that most significantly impact the VIE’s
economic performance and the obligation to absorb losses of the VIE
or the right to receive benefits of the VIE that could potentially
be significant to the VIE.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">In order to determine if it
has a controlling financial interest in these VIEs, BNY Mellon
assesses the VIE’s purpose and design along with the risks it
was designed to create and pass through to its variable interest
holders. We also assess our involvement in the VIE and the
involvement of any other variable interest holders in the
VIE.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Generally, as the sponsor
and the manager of its VIEs, BNY Mellon has the power to control
the activities that significantly impact the VIE’s economic
performance. Both a qualitative and quantitative analysis of BNY
Mellon’s variable interests are performed to determine if BNY
Mellon has the obligation to absorb losses of the VIE or the right
to receive benefits of the VIE that could potentially be
significant to the VIE. The analyses included assessments related
to the expected performance of the VIEs and its related impact on
BNY Mellon’s seed capital, management fees or residual
interests in the VIEs. We also assess any potential impact the
VIE’s expected performance has on our performance
fees.</font></p>
</div>
<div>
<p style="margin-top:0px;margin-bottom:0px"><font style="font-family:Times New Roman" size="2"><i>Other-than-temporary
impairment</i></font></p>
<p style="margin-top:6px;margin-bottom:0px"><font style="font-family:Times New Roman" size="2">We routinely conduct
periodic reviews of all securities using economic models to
identify and evaluate each investment security to determine whether
OTTI has occurred. Various inputs to the economic models are used
to determine if an unrealized loss on securities is
other-than-temporary. For example, the most significant inputs
related to non-agency RMBS are:</font></p>
<p style="font-size:6px;margin-top:0px;margin-bottom:0px">
 </p>
<table style="BORDER-COLLAPSE:COLLAPSE" border="0" cellpadding="0" cellspacing="0" width="100%">
<tr>
<td width="12" valign="top" align="left"><font style="font-family:Times New Roman" size="2">•</font></td>
<td width="1" valign="top"><font size="1"> </font></td>
<td align="left" valign="top">
<p align="left"><font style="font-family:Times New Roman" size="2">Default rate – the number of mortgage loans expected to
go into default over the life of the transaction, which is driven
by the roll rate of loans in each performance bucket that will
ultimately migrate to default; and</font></p>
</td>
</tr>
</table>
<table style="BORDER-COLLAPSE:COLLAPSE" border="0" cellpadding="0" cellspacing="0" width="100%">
<tr>
<td width="12" valign="top" align="left"><font style="font-family:Times New Roman" size="2">•</font></td>
<td width="1" valign="top"><font size="1"> </font></td>
<td align="left" valign="top">
<p align="left"><font style="font-family:Times New Roman" size="2">Severity – the loss expected to be realized when a loan
defaults.</font></p>
</td>
</tr>
</table>
<p style="margin-top:12px;margin-bottom:0px"><font style="font-family:Times New Roman" size="2">To determine if an
unrealized loss is other-than-temporary, we project total estimated
defaults of the underlying assets (mortgages) and multiply that
calculated amount by an estimate of realizable value upon sale of
these assets in the marketplace (severity) in order to determine
the projected collateral loss. We also evaluate the current credit
enhancement underlying the bond to determine the impact on cash
flows. If we determine that a given security will be subject to a
write-down or loss, we record the expected credit loss as a charge
to earnings.</font></p>
<p style="margin-top:12px;margin-bottom:0px"><font style="font-family:Times New Roman" size="2">In addition, we have
estimated the expected loss by taking into account observed
performance of the underlying securities, industry studies, market
forecasts, as well as our view of the economic outlook affecting
collateral.</font></p>
</div>
<div>
<p style="margin-top:12px;margin-bottom:0px"><font style="font-family:Times New Roman" size="2">The following tables set
forth information about credit quality indicators.</font></p>
<p style="font-size:1px;margin-top:12px;margin-bottom:0px">
 </p>
<p style="margin-top:0px;margin-bottom:0px"><font style="font-family:Times New Roman" size="2"><i>Commercial loan
portfolio</i></font></p>
<p style="font-size:12px;margin-top:0px;margin-bottom:0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" border="0" style="BORDER-COLLAPSE:COLLAPSE" align="center">
<tr>
<td width="62%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td valign="bottom" colspan="24" style="BORDER-TOP:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>Commercial loan
portfolio—Credit risk profile by creditworthiness
category</b></font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<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" colspan="6" align="center" style="border-bottom:1px solid #000000"><font style="font-family:Times New Roman" size="1">Commercial</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="6" align="center" style="border-bottom:1px solid #000000"><font style="font-family:Times New Roman" size="1">Commercial real estate</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="6" align="center" style="border-bottom:1px solid #000000"><font style="font-family:Times New Roman" size="1">Financial institutions</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">Dec. 31,<br />
2011</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">Dec. 31,<br />
2011</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">Dec. 31,<br />
2011</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Investment grade</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>812</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">906</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>1,264</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">1,062</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>9,756</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top" style="BORDER-BOTTOM:1px solid #000000">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Noninvestment
grade</font></p>
</td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>341</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">374</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>453</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">387</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>1,292</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">1,501</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top" style="BORDER-BOTTOM:1px solid #000000">
<p style="margin-left:2.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Total</font></p>
</td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>1,153</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">1,280</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>1,717</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">1,449</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>11,048</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">11,144</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
<div>
<p style="margin-top:12px;margin-bottom:0px"><font style="font-family:Times New Roman" size="2"><i>Wealth management loans
and mortgages</i></font></p>
<p style="font-size:12px;margin-top:0px;margin-bottom:0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" border="0" style="BORDER-COLLAPSE:COLLAPSE" align="center">
<tr>
<td width="72%"></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" nowrap="nowrap" style="BORDER-TOP:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>Wealth management loans
and mortgages –<br />
Credit risk profile by internally assigned
grade</b></font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1">  </font></td>
<td colspan="2" valign="bottom" style="BORDER-TOP:1px solid #000000"> <font size="1"> </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1">  </font></td>
<td colspan="2" valign="bottom" style="BORDER-TOP:1px solid #000000"> <font size="1"> </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">Dec. 31,<br />
2011</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Wealth management
loans:</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>
</tr>
<tr>
<td valign="top">
<p style="margin-left:2.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Investment grade</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>4,124</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">3,450</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:2.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Noninvestment
grade</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>124</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">111</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top" style="BORDER-BOTTOM:1px solid #000000">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Wealth management
mortgages</font></p>
</td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>3,967</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">3,781</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top" style="BORDER-BOTTOM:1px solid #000000">
<p style="margin-left:3.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Total</font></p>
</td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>8,215</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">7,342</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
<div>
<p style="margin-top:12px;margin-bottom:0px"><font style="font-family:Times New Roman" size="2">The table below sets forth
information about our nonperforming assets.</font></p>
<p style="font-size:12px;margin-top:0px;margin-bottom:0px">
 </p>
<table cellspacing="0" cellpadding="0" width="100%" border="0" style="BORDER-COLLAPSE:COLLAPSE" align="center">
<tr>
<td width="70%"></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" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<p style="margin-top:0px;margin-bottom:0px"><font style="font-family:Times New Roman" size="1"><b>Nonperforming
assets</b></font></p>
<p style="margin-top:0px;margin-bottom:1px"><font style="font-family:Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" colspan="2" align="center" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>Sept. 30,<br />
2012</b></font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" colspan="2" align="center" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1">June 30,<br />
2012</font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" colspan="2" align="center" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1">Dec. 31,<br />
2011</font></td>
<td valign="bottom" style="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Loans:</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:2.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Other residential
mortgages</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>166</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">177</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">203</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:2.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Wealth management</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>33</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:2.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Commercial</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>29</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:2.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Commercial real
estate</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>29</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:2.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Foreign</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>9</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top" style="BORDER-BOTTOM:1px solid #000000">
<p style="margin-left:2.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Financial
institutions</font></p>
</td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>3</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">3</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">23</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="margin-left:3.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Total nonperforming
loans</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1"><b>269</b></font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="font-family:Times New Roman" size="1">329</font></td>
<td nowrap="nowrap" valign="bottom"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top" style="BORDER-BOTTOM:1px solid #000000">
<p style="margin-left:1.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Other assets
owned</font></p>
</td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>5</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">9</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">12</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top" style="BORDER-BOTTOM:1px solid #000000">
<p style="margin-left:3.00em; text-indent:-1.00em"><font style="font-family:Times New Roman" size="1">Total nonperforming assets
<i>(a)</i></font></p>
</td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1"><b>274</b></font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">294</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font size="1"> </font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000">
<font style="font-family:Times New Roman" size="1">$</font></td>
<td valign="bottom" style="BORDER-BOTTOM:1px solid #000000" align="right"><font style="font-family:Times New Roman" size="1">341</font></td>
<td nowrap="nowrap" valign="bottom" style="BORDER-BOTTOM:1px solid #000000"><font style="font-family:Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE:COLLAPSE" border="0" cellpadding="0" cellspacing="0" width="100%">
<tr>
<td width="21" valign="top" align="left"><font style="font-family:Times New Roman" size="1"><i>(a)</i></font></td>
<td align="left" valign="top"><font style="font-family:Times New Roman" size="1"><i>Loans of consolidated
investment management funds are not part of BNY Mellon’s loan
portfolio. Included in these loans are nonperforming loans of $153
million at Sept. 30, 2012, $155 million at June 30, 2012 and
$101 million at Dec. 31, 2011. These loans are recorded at fair
value and therefore do not impact the provision for credit losses
and allowance for loan losses, and accordingly are excluded from
the nonperforming assets table above.</i></font></td>
</tr>
</table>
</div>
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The tables below provide a
breakdown of intangible assets by business.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="73%"></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>
<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 style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Intangible assets
– net carrying amount by business</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Investment<br />
Management</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Investment<br />
Services</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Consolidated</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Balance at Dec. 31,
2011</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">2,382</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,922</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">848</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,152</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Amortization</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">(144</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(144</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(288</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange
translation</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other <i>(a)</i></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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Balance at Sept. 30,
2012</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,254</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,779</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>849</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,882</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Other changes in
intangible assets include purchase price adjustments and certain
other reclassifications.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="69%"></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="5%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Intangible assets
– net carrying amount by business</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Investment<br />
Management</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Investment<br />
Services <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Other <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Consolidated</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Balance at Dec. 31,
2010</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">2,592</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,113</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">991</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,696</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Acquisitions</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Amortization</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">(161</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(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">(322</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign exchange
translation</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">2</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Impairment</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">(6</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(6</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other <i>(b)</i></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">(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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Balance at Sept. 30,
2011</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,438</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,963</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">979</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,380</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes the
reclassification of intangible assets associated with the
Shareowner Services business from Investment Services to the Other
segment.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Other changes in
intangible assets include purchase price adjustments and certain
other reclassifications.</i></font></td>
</tr>
</table>
</div>
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">Significant industry
concentrations related to credit exposure at Sept. 30, 2012 are
disclosed in the Financial institutions portfolio exposure table
and the Commercial portfolio exposure table below.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="55%"></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Financial
institutions</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>portfolio
exposure</b></font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
billions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Loans</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Unfunded<br />
commitments</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Total<br />
exposure</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Banks</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6.3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8.4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Securities
industry</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3.2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5.3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Asset managers</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3.6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4.7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Insurance</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>0.2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4.4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4.6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Government</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1.7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1.7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>0.2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1.3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1.5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>11.0</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>15.2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>26.2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="53%"></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Commercial portfolio exposure</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="10" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
billions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Loans</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Unfunded<br />
commitments</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Total<br />
exposure</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Manufacturing</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>0.4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5.4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5.8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Energy and
utilities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>0.2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5.4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5.6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Services and
other</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>0.5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5.0</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5.5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Media and
telecom</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>0.1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1.6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1.7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1.2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>17.4</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>18.6</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
</div>
0.22
1155000000
-5000000
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The table below presents a
summary of BNY Mellon’s preferred stock, par value $0.01,
issued and outstanding at Sept. 30, 2012.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="11%"></td>
<td valign="bottom" width="2%"></td>
<td width="27%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td width="29%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="14">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Preferred stock
summary</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollars in millions,
unless otherwise noted)</i></font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
 <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Series</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Description</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Total shares<br />
issued and<br />
outstanding</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Liquidation<br />
preference<br />
per share<br /></b><i>(in dollars)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Carrying<br />
value at<br />
Sept. 30,<br />
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Per
annum dividend rate</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Dividends paid</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>per share in three<br />
months ended<br />
Sept. 30, 2012</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
dollars)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Series A</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Noncumulative</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Perpetual</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Preferred
Stock</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,001</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">500</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Greater of (i) three-month</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">LIBOR plus
0.565% for</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">the related
distribution</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">period; or (ii)
4.000%</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,022.22</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Series C</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Noncumulative</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Perpetual</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Preferred
Stock</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5,500</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100,000</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">536 </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5.200%</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">N/A</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" 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: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="4%" align="left"><font style="FONT-FAMILY: Times New Roman" size="2"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="2"><i>The carrying value is
recorded net of issuance costs.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>N/A – The Series C
noncumulative perpetual preferred stock was issued after dividends
were declared in the third quarter of 2012.</i></font></p>
</div>
513000000
<div>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: ARIAL" size="2"><b>Note 4 –
Securities</b></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following tables
present the amortized cost, the gross unrealized gains and losses
and the fair value of securities at Sept. 30, 2012 and Dec. 31,
2011.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="39%"></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="5%"></td>
<td width="7%"></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top" colspan="4">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Securities
at Sept. 30, 2012</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gross</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="top" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Amortized</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="top" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">unrealized</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="top" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Fair</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">cost</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gains</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Losses</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">value</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Available-for-sale:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. Treasury</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>19,012</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>553</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>19,565</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. Government
agencies</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,055</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>31</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,086</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">State and political
subdivisions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6,044</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>130</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>33</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6,141</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Agency RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>34,070</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,011</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>35,074</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>261</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>40</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>17</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>284</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>774</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>22</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>760</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>530</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>99</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>435</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,850</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>39</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>138</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,751</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial MBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3,138</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>161</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>58</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3,241</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Asset-backed
CLOs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,200</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>15</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,189</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,879</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>15</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,892</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign covered
bonds</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3,760</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>116</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3,876</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,786</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>79</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,863</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other debt
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>11,830</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>328</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>12,156 </b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i><b> </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>24</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>27</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Money market
funds</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,608</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,608</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS
<i>(b)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,625</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>393</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,012</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS
<i>(b)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>885</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>180</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,063</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS
<i>(b)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>113</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>12</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>125</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top" nowrap="nowrap">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total securities
available-for-sale</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>92,444</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3,107</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>403</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>95,148</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Held-to-maturity:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. Treasury</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,012</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>64</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,076</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">State and political
subdivisions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>67</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>69</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Agency RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6,228</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>160</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6,388</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>118</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>117</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>103</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>103</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>27</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>25</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,118</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>40</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>70</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,088</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial MBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>26</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>24</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total securities
held-to-maturity</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8,702</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>275</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>84</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8,893</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>101,146</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3,382</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>487</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>104,041</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="21" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes $9.8 billion,
at fair value, of government-sponsored and guaranteed entities, and
sovereign debt.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="21" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Previously included in
the Grantor Trust. The Grantor Trust was dissolved in the first
quarter of 2011.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="49%"></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 style="BORDER-TOP: #000000 1px solid" valign="top" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Securities at Dec. 31, 2011</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Amortized</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Gross</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">unrealized</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Fair</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">cost</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Gains</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Losses</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">value</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Available-for-sale:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. Treasury</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">16,814</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">514</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">17,326</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. Government
agencies</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">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">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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">958</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">State and political
subdivisions</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">2,724</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,739</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Agency RMBS</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">26,232</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">575</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">26,796</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS</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">306</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">273</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS</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">916</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">102</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">815</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS</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">606</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">190</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">418</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other RMBS</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">1,133</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">230</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">903</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial MBS</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">3,327</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">89</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">77</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,339</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Asset-backed
CLOs</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">1,480</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">37</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,444</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other 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">527</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">532</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign covered
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">2,410</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">2,425</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="TEXT-INDENT: -1em; MARGIN-LEFT: 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">1,696</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">1,738</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other debt
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">14,320</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">292</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14,579 </font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Equity
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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">30</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Money market
funds</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">973</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">973</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS
<i>(b)</i></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">1,790</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">157</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">68</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,879</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS
<i>(b)</i></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">1,090</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">106</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,175</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS
<i>(b)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">122</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">125</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total securities
available-for-sale</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">77,424</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,917</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">874</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">78,467</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Held-to-maturity:</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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. Treasury</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">813</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">53</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">866</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">State and political
subdivisions</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">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">103</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Agency RMBS</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">658</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">697</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS</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">153</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">138</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS</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">121</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">10</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">111</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS</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">28</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">25</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other RMBS</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">1,617</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">1,571</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial MBS</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">28</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total securities
held-to-maturity</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,521</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">146</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">127</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,540</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">80,945</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,063</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,001</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">82,007</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="21" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes $13.1 billion,
at fair value, of government-sponsored and guaranteed entities, and
sovereign debt.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="21" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Previously included in
the Grantor Trust. The Grantor Trust was dissolved in the first
quarter of 2011.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 0px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Net securities gains
(losses)</b></font></p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="47%"></td>
<td valign="bottom" width="9%"></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>
<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 style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>YTD12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">YTD11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Realized gross
gains</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>32</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">122</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>216</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">92</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Realized gross
losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Recognized gross
impairments</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(6</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(67</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(95</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(19</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total net securities gains
(losses)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>22</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">50</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>112</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">51</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Temporarily impaired
securities</i></font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">At Sept. 30, 2012,
substantially all of the unrealized losses on the investment
securities portfolio were attributable to credit spreads widening
since purchase, and interest rate movements. We do not intend to
sell these securities and it is not more likely than not that we
will have to sell.</font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following tables show
the aggregate related fair value of investments that have been in a
continuous unrealized loss position for less than 12 months and
those that have been in a continuous unrealized loss position for
12 months or more.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="64%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Temporarily impaired securities at Sept. 30,
2012</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Less than 12
months</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">12 months or
more</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Fair</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Fair</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Fair</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">value</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">losses</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">value</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">losses</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">value</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">losses</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Available-for-sale:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">State and political
subdivisions</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>389</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>170</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>29</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>559</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>33</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Agency RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>830</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>108</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>938</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>26</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>13</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>45</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>71</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>17</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>320</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>22</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>320</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>22</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>26</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>391</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>92</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>417</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>99</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>39</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>31</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>679</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>107</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>718</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>138</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial MBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>379</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>58</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>379</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>58</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Asset-backed
CLOs</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>367</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>346</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>13</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>713</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>15</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>541</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>549</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>153</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>153</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other debt
securities</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,423</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,428</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS
<i>(a)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>29</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>62</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>91</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS
<i>(a)</i></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>28</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>21</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>49</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total securities
available-for-sale</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,851</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>71</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,534</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>332</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7,385</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>403</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Held-to-maturity:</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>25</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>25</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>59</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>59</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>25</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>25</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>354</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>70</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>354</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>70</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial MBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>24</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>24</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total securities
held-to-maturity</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>487</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>84</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>487</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>84</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total temporarily impaired
securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,851</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>71</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3,021</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>416</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7,872</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>487</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top" colspan="20">
<p style="MARGIN-TOP: 0px; TEXT-INDENT: -2em; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2em">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)    Previously included in the
Grantor Trust. The Grantor Trust was dissolved in the first quarter
of 2011.</i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; FONT-SIZE: 12px">
<font size="1"> </font></p>
</td>
<td valign="top">
<p style="MARGIN-TOP: 0px; TEXT-INDENT: -2em; MARGIN-BOTTOM: 0px; MARGIN-LEFT: 2em">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>       </i></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px; FONT-SIZE: 12px">
</p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr style="FONT-SIZE: 1px">
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" colspan="20"> </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
  </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
 </td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" rowspan="2"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Temporarily impaired securities at Dec. 31,
2011</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Less than 12
months</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">12 months or
more</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Fair</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Fair</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Fair</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Unrealized</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">value</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">losses</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">value</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">losses</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">value</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">losses</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Available-for-sale:</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. Treasury</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">118</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">118</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">State and political
subdivisions</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">483</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">157</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">640</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Agency RMBS</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">3,844</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">140</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">3,984</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS</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">132</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">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">42</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS</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">324</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">447</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">77</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">771</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS</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">400</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">190</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">400</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">190</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other RMBS</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">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">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">895</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">226</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">900</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">230</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial MBS</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">340</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">495</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">835</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">77</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Asset-backed
CLOs</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">1,143</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">211</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,354</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other 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">60</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">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">78</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign covered
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">368</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">406</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">3</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><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">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">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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">5</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other debt
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">2,613</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">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">54</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">2,667</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS
<i>(a)</i></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">595</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">53</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">624</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">68</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS
<i>(a)</i></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">21</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">21</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS
<i>(a)</i></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">50</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">50</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total securities
available-for-sale</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,766</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">178</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,321</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">696</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14,087</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">874</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Held-to-maturity:</b></font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
<td valign="bottom"></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">16</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">111</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS</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">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">10</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS</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">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">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">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">3</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other RMBS</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">107</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">91</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">680</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial MBS</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">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">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">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">2</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total securities
held-to-maturity</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">176</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">722</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">122</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">898</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">127</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total temporarily impaired
securities</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10,942</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">183</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,043</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">818</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14,985</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,001</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Previously included in
the Grantor Trust. The Grantor Trust was dissolved in the first
quarter of 2011.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following table shows
the maturity distribution by carrying amount and yield (on a tax
equivalent basis) of our investment securities portfolio at Sept.
30, 2012.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="40%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Maturity distribution and yield on<br />
investment securities</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. Treasury</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">U.S.</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">Government<br />
agency</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">State and political<br />
subdivisions</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Other bonds, notes<br />
and debentures</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Mortgage/</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">asset-backed and</font><br />
<font style="FONT-FAMILY: Times New Roman" size="1">equity securities</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollars in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Yield <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Yield<i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Yield <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Yield <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Amount</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Yield <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Securities
available-for-sale:</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>
<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"><font style="FONT-FAMILY: Times New Roman" size="1">One year or less</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">174</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">0.74</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">50</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1.26</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">138</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1.16</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,717</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1.09</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,079</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top"><font style="FONT-FAMILY: Times New Roman" size="1">Over 1 through 5 years</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14,241</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">0.77</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">961</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1.63</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">2,777</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1.67</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11,328</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">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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>29,307</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top"><font style="FONT-FAMILY: Times New Roman" size="1">Over 5 through 10 years</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,636</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">3.06</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2.06</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,687</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3.07</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,749</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">2.73</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7,147</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top"><font style="FONT-FAMILY: Times New Roman" size="1">Over 10 years</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,514</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3.12</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">539</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3.94</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6.91</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,154</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top"><font style="FONT-FAMILY: Times New Roman" size="1">Mortgage-backed securities</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">45,745</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2.87</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>45,745</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top"><font style="FONT-FAMILY: Times New Roman" size="1">Asset-backed securities</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,081</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">1.42</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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3,081</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font style="FONT-FAMILY: Times New Roman" size="1">Equity
securities <i>(b)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,635</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,635</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">19,565</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1.38</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,086</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1.65</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6,141</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2.47</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">17,895</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1.52</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">50,461</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2.69</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>95,148</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Securities held-to-maturity:</b></font></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>
<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"><font style="FONT-FAMILY: Times New Roman" size="1">One year or less</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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">6.54</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">0.24</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top"><font style="FONT-FAMILY: Times New Roman" size="1">Over 1 through 5 years</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">711</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1.49</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>711</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top"><font style="FONT-FAMILY: Times New Roman" size="1">Over 5 through 10 years</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">365</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2.65</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">6.67</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>390</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td valign="top"><font style="FONT-FAMILY: Times New Roman" size="1">Over 10 years</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">6.65</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>43</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<font style="FONT-FAMILY: Times New Roman" size="1">Mortgage-backed
securities</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,745</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2.94</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7,745</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,076</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1.89</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">69</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6.66</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">0.24</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">7,745</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2.94</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8,893</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Yields are based upon
the amortized cost of securities.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Includes money market
funds.</i></font></td>
</tr>
</table>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2"><i>Other-than-temporary
impairment</i></font></p>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">We routinely conduct
periodic reviews of all securities using economic models to
identify and evaluate each investment security to determine whether
OTTI has occurred. Various inputs to the economic models are used
to determine if an unrealized loss on securities is
other-than-temporary. For example, the most significant inputs
related to non-agency RMBS are:</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="12" align="left"><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">Default rate – the number of mortgage loans expected to
go into default over the life of the transaction, which is driven
by the roll rate of loans in each performance bucket that will
ultimately migrate to default; and</font></p>
</td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="12" align="left"><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">Severity – the loss expected to be realized when a loan
defaults.</font></p>
</td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">To determine if an
unrealized loss is other-than-temporary, we project total estimated
defaults of the underlying assets (mortgages) and multiply that
calculated amount by an estimate of realizable value upon sale of
these assets in the marketplace (severity) in order to determine
the projected collateral loss. We also evaluate the current credit
enhancement underlying the bond to determine the impact on cash
flows. If we determine that a given security will be subject to a
write-down or loss, we record the expected credit loss as a charge
to earnings.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">In addition, we have
estimated the expected loss by taking into account observed
performance of the underlying securities, industry studies, market
forecasts, as well as our view of the economic outlook affecting
collateral.</font></p>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The table below shows the
projected weighted-average default rates and loss severities for
the 2007, 2006 and late 2005 non-agency RMBS at Sept. 30, 2012 and
Dec. 31, 2011.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="35%"></td>
<td valign="bottom" width="16%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="15%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="15%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="15%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="16"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Projected weighted-average default rates and
severities</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" 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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</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" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31, 2011</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" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Default Rate</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Severity</b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Default Rate</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Severity</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A</font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>44</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>57</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">44</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">57</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>62</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>72</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">73</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>24</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>43</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">25</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">43</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
</table>
<p style="MARGIN-TOP: 18px; MARGIN-BOTTOM: 0px; FONT-SIZE: 1px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following table
provides pre-tax net securities gains (losses) by type.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="53%"></td>
<td valign="bottom" width="8%"></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 style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>Net
securities gains (losses)</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Year-to-date</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Sovereign debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>15</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">61</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>83</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">U.S. Treasury</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>82</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>19</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">FDIC-insured
debt</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(15</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Trust preferred</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(18</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(26</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">European floating rate
notes</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(29</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Agency RMBS</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">19</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Net securities gains
(losses)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>22</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">50</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>112</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">51</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following table
reflects investment securities credit losses recorded in earnings.
The beginning balance represents the credit loss component for
which OTTI occurred on debt securities in prior periods. The
additions represent the first time a debt security was credit
impaired or when subsequent credit impairments have occurred. The
deductions represent credit losses on securities that have been
sold, are required to be sold or it is our intention to
sell.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="5%"></td>
<td valign="bottom" width="3%"></td>
<td width="76%"></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 style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="3">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Debt securities credit
loss roll forward</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" 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"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom" colspan="2"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top" colspan="3">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Beginning balance as of
June 30</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>333</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">187</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Add:</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">Initial OTTI credit losses</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Subsequent OTTI credit
losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Less:</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">Realized losses
for securities sold / consolidated</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>77</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" colspan="3"><font style="FONT-FAMILY: Times New Roman" size="1">Ending
balance as of September 30</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>262</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">193</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="5%"></td>
<td valign="bottom" width="3%"></td>
<td width="76%"></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 style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="3">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Debt securities credit
loss roll forward</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="6" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Year-to-date</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="3"> <font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">2011</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top" colspan="3">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Beginning balance as of
Jan. 1</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>253</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">182</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Add:</font></p>
</td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">Initial OTTI credit losses</font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>52</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top"></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Subsequent OTTI credit
losses</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>42</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Less:</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">Realized losses
for securities sold / consolidated</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>85</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top" colspan="3"><font style="FONT-FAMILY: Times New Roman" size="1">Ending
balance as of September 30</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>262</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">193</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
-19000000
2
<div>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="55%"></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="2%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="40"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Details
of certain items measured at fair value on a recurring
basis</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="18" align="center"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Sept. 30,
2012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="18" align="center">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Dec. 31,
2011</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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" colspan="2"><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" colspan="14" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Ratings</font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom" colspan="2"><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" colspan="14" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Ratings</font></td>
<td valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(dollar
amounts in millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total<br />
carrying<br />
value <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">AAA/</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">AA-</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">A+/<br />
A-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">BBB+/</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">BBB-</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">BB+ and</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">lower</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total<br />
carrying<br />
value <i>(a)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">AAA/</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">AA-</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">A+/<br />
A-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">BBB+/</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">BBB-</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">BB+ and<br />
lower</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS, originated
in:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2006-2007</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>114</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">99</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">100</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2005</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>108</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2004 and earlier</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>62</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>24</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>56</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">61</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">27</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">13</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">47</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">13</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total Alt-A RMBS</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>284</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>90</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">273</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">6</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">80</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS, originated
in:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2007</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>109</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>40</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>55</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">58</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2006</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>75</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">100</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2005</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>224</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>33</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>67</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">230</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">68</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2004 and earlier</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>352</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>20</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>41</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>33</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">389</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">29</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">38</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">22</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total prime RMBS</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>760</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>19</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>25</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>53</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">815</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">19</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">48</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS, originated
in:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2007</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2005</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>101</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>14</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>20</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>26</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>40</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">82</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">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">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">36</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2004 and earlier</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>333</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>15</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>75</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">334</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">15</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">18</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">62</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total subprime
RMBS</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>435</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>18</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>67</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">418</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">8</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">21</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">57</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Commercial
MBS—Domestic, originated in:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2009-2012</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>253</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>92</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2008</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>24</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>8</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>92</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">16</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2007</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>729</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>55</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>39</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>6</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">789</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">66</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">-</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2006</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>933</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>83</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>17</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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">85</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2005</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>645</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>95</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">696</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">94</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2004 and earlier</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>348</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>97</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">403</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">97</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total commercial
MBS—Domestic</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,932</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>81</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>18</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3,005</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">84</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Foreign covered
bonds:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Germany</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>987</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>98</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,461</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">99</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Canada</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>929</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">795</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">United Kingdom</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">764</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Netherlands</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">351</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">845</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">118</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total foreign covered
bonds</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3,876</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,425</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">European floating rate
notes – available-for-sale:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">United Kingdom</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,706</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>77</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>20</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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">72</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">28</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Netherlands</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>960</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">65</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Ireland</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>151</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>16</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>32</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>52</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">203</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Italy</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>126</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">150</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Australia</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>81</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>93</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>7</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">91</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Germany</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>64</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>91</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">21</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Spain</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>22</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">France</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">10</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Luxembourg</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">140</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total European floating
rate notes – available-for-sale</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3,120</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>77</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>16</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,429</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">55</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">34</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Sovereign 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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">United Kingdom</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4,884</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4,526</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Netherlands</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,015</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,230</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Germany</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,605</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2,347</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">France</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">1,258</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">2,790</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>55</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>98</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">61</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">97</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total sovereign
debt</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>9,817</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">11,954</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">100</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Alt-A RMBS <i>(b)</i>,
originated in:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2006-2007</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,155</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,042</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">100</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2005</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>636</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>4</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>95</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">628</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">94</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2004 and earlier</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>221</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>13</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>85</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">209</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">27</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">69</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total Alt-A RMBS
<i>(b)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2,012</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>97</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,879</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">95</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Prime RMBS <i>(b)</i>,
originated in:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2006-2007</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>623</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">100</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2005</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>408</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>97</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">465</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">96</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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2004 and earlier</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>32</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>23</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>69</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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 style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total prime RMBS
<i>(b)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1,063</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>98</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1,175</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">97</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Subprime RMBS <i>(b)</i>,
originated in:</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>
<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="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2005-2007</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>89</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>100</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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">100</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">2004 and earlier</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>36</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>5</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>36</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>59</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">37</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">34</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">61</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 3em"><font style="FONT-FAMILY: Times New Roman" size="1">Total subprime RMBS
<i>(b)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>125</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>10</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>88</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>% </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">125</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">% </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">88</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(a)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>At Sept. 30, 2012 and
Dec. 31, 2011, foreign covered bonds were included in Level 1 and
Level 2 in the valuation hierarchy. All other assets in the table
are Level 2 assets in the valuation hierarchy.</i></font></td>
</tr>
</table>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td valign="top" width="3%" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(b)</i></font></td>
<td valign="top" align="left"><font style="FONT-FAMILY: Times New Roman" size="1"><i>Previously included in
the Grantor Trust.</i></font></td>
</tr>
</table>
</div>
131000000
79000000
0.08
0.0200
P2Y
0.23
0.23
0.12
0.12
0.00
0.12
0.00
0.36
0.0825
P10Y
0.32
0.32
0.17
0.17
0.25
0.17
0.25
0.15
0.18
0.055
P0M
0.00
0.080
P24M
0.28
10000000
428000000
232000000
704000000
660000000
-27000000
1000000
56397000000
-17000000
29000000
44000000
65000000
82000000
147000000
309000000
456000000
-167000000
8543000000
899000000
2321000000
112000000
8431000000
2835000000
140000000
127000000
553000000
837000000
408000000
311000000
4979000000
-55000000
-1000000
2585000000
159000000
2049000000
2744000000
695000000
144000000
62000000
36071000000
16000000
0.25
54000000
20000000
-11000000
5612000000
1857000000
5755000000
7469000000
1716000000
144000000
20000000
-1000000
215991000000
2000000
0.23
-2000000
64000000
39000000
-26000000
19000000
82000000
83000000
-3000000
-15000000
9000000
-29000000
-18000000
10000000
0.22
0.18
0.35
0.17
0.08
0.92
0.08
31000000
3000000
1000000
53000000
1000000
1000000
3000000
7000000
19000000
5000000
14000000
-1000000
-11000000
P2D
9000000
8000000
2000000
8000000
-18000000
10000000
-3000000
2000000
28000000
4000000
4000000
1000000
P9M
0.0001
0.0495
100000
-691000000
-698000000
100000
4100000
P9M
100000
5000000
2000000
7000000
4000000
-1000000
-703000000
-703000000
-100000
-86000000
77000000
-162000000
P2Y
-100000
-1700000
-7300000
1036000000
1156000000
1000000
976000000
-1000000
5000000
469000000
5000000
1810000000
-2000000
210000000
21000000
15000000
-7000000
4000000
33000000
2000000
2000000
47000000
65000000
-1000000
81000000
114000000
126000000
204000000
45000000
15000000
9000000
9000000
6000000
3000000
25000000
10000000
27000000
36000000
24000000
147000000
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The table below presents
the restructuring charge if it had been allocated by
business.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="49%"></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="16"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Global
location strategy 2009 – restructuring charge (recovery) by
business</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">3Q11</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total charges<br />
since inception</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Investment
Management</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">54</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Investment
Services</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">(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">64</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other segment (including
Business Partners)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">29</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total restructuring charge
(recovery)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(5</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">147</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following table
presents the activity in the restructuring reserve related to the
global location strategy through Sept. 30, 2012.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="61%"></td>
<td valign="bottom" width="11%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" nowrap="nowrap">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Global location strategy
2009 –</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>restructuring charge
reserve activity</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Severance</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" nowrap="nowrap" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Asset<br />
write-offs/<br />
other</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid; BORDER-TOP: #000000 1px solid" valign="bottom"><font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Original restructuring
charge</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">102</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">37</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">139</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Additional
charges</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">6</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Utilization</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(100</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(32</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(132</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Balance at June 30,
2012</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">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">11</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Recoveries</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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Utilization</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(1</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Balance at Sept. 30,
2012</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>11</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>14</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
</div>
2400
103000000
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The table below presents
the restructuring charge if it had been allocated by
business.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="67%"></td>
<td valign="bottom" width="9%"></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 style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="8">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Operational excellence
initiatives 2011 –</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>restructuring charge
(recovery) by business</b></font></p>
</td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>3Q12</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">2Q12</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">charges<br />
since<br />
inception</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Investment
Management</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(1</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">20</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Investment
Services</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other segment
(including</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 style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Business
Partners)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b> </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(1</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(4</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">44</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total restructuring charge
(recovery)</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>(2</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>) </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">103</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">The following table
presents the activity in the restructuring reserve related to the
operational excellence initiatives through Sept. 30,
2012.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<p style="BORDER-BOTTOM: #000000 0.5pt solid; LINE-HEIGHT: 0px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">
 </p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Operational excellence
initiatives 2011 –</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="1"><b>restructuring charge
reserve activity</b></font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 6px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="65%"></td>
<td valign="bottom" width="10%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="9%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Severance</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="center"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Original restructuring
charge</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">78</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">107</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Recoveries</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Utilization</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(25</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(29</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(54</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Balance at June 30,
2012</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">51</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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">51</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="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Recoveries</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">-</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1"> </font></td>
<td valign="bottom"><font 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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Utilization</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(7</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">(7</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">) </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Balance at Sept. 30,
2012</b></font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>42</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>-</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><b>$</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1"><b>42</b></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1"><b>  </b></font></td>
</tr>
</table>
</div>
117000000
22000000
<div>
<p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">At Dec. 31, 2011, BNY
Mellon’s financial statements included certain funds created
solely with securities subject to credit support agreements where
we agreed to absorb the majority of loss.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="58%"></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="12"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Consolidated credit supported VIEs at Dec. 31,
2011</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Assets</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Liabilities</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Maximum<br />
loss<br />
exposure</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">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">14</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font 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</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">22</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">10</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">14</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">22</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">24</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
Monthly- quarterly
3-45 days
Monthly- yearly
<div>
<p style="MARGIN-TOP: 6px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Times New Roman" size="2">As of Sept. 30, 2012 and
Dec. 31, 2011, the following assets related to the VIEs, where BNY
Mellon is not the primary beneficiary, are included in our
consolidated financial statements.</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="59%"></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="8"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Non-consolidated VIEs at Sept. 30, 2012</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Assets</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Liabilities</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="center">
<font style="FONT-FAMILY: Times New Roman" size="1">Maximum</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">loss<br />
exposure</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">97</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">97</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" 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: 12px">
 </p>
<table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%" align="center">
<tr>
<td width="59%"></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
<td valign="bottom" width="12%"></td>
<td></td>
<td></td>
<td></td>
</tr>
<tr>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="8"><font style="FONT-FAMILY: Times New Roman" size="1"><b>Non-consolidated VIEs at Dec. 31, 2011</b></font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom" colspan="2"> <font size="1"> </font></td>
<td style="BORDER-TOP: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"><i>(in
millions)</i></font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Assets</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">Liabilities</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" colspan="2" align="right">
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">Maximum</font></p>
<p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 1px" align="right">
<font style="FONT-FAMILY: Times New Roman" size="1">loss<br />
exposure</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1"> </font></td>
</tr>
<tr>
<td valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Trading</font></p>
</td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">1</font></td>
<td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td valign="bottom"><font size="1">  </font></td>
<td valign="bottom"><font style="FONT-FAMILY: Times New Roman" size="1">$</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>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 1em"><font style="FONT-FAMILY: Times New Roman" size="1">Other</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">41</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1"> </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">41</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
<tr>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="top">
<p style="TEXT-INDENT: -1em; MARGIN-LEFT: 2em"><font style="FONT-FAMILY: Times New Roman" size="1">Total</font></p>
</td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">42</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">-</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font size="1">  </font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom">
<font style="FONT-FAMILY: Times New Roman" size="1">$</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Times New Roman" size="1">42</font></td>
<td style="BORDER-BOTTOM: #000000 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Times New Roman" size="1">  </font></td>
</tr>
</table>
</div>
0.04000
Greater of (i) three-month LIBOR plus 0.565% for the related distribution period; or (ii) 4.000%
0.00565
0.05200
P90D
2017-09
-19000000
P5Y
P12Y
P12Y
-4000000
8000000
8000000
33000000
-14000000
33000000
-2000000
3000000
3000000
30000000
1000000
-13000000
13000000
P12Y
--03-20
--12-20
--09-20
--06-20
P9Y
P20Y
98000000
550000000
139000000
0.91
0.09
0.0001
0.0495
Monthly- quarterly
3-45 days
Monthly- yearly
43000000
-51000000
3000000
7779000
30000000
86000000
-121000000
-165000000
415000000
2854000000
169000000
484000000
0.39
-223000000
139000000
496000000
1000000
6000000
127000000
147000000
-28000000
71000000
-42000000
9000000
19000000
-6000000
6000000
-24000000
18000000
8000000
7000000
141000000
1000000
254000000
84000000
753000000
11000000
1182985000
82000000
875000000
70000000
-79000000
0.39
-265000000
15000000
3000000
318000000
-35000000
734000000
20000000
309000000
-50000000
3047000000
-1000000
8000000
1181350000
9414000
18000000
3588000000
-42000000
560000000
-106000000
-2000000
-9000000
94650000
268000000
466000000
157000000
5000000
1415000000
103000000
93000000
504000000
466000000
197000000
23000000
1000000
97000000
6000000
141000000
93000000
162000000
50000000
67000000
589000000
180000000
305002000000
39000000
122000000
5000000
42000000
2000000
8000000
458000000
1000000
0.16
1000000
378000000
-19000000
42000000
24000000
112000000
75000000
211000000
187000000
-19000000
59578000000
-5000000
-4000000
29000000
28000000
57000000
95000000
152000000
-70000000
2826000000
309000000
797000000
50000000
2776000000
950000000
46000000
37000000
180000000
275000000
134000000
48000000
1668000000
-20000000
861000000
52000000
690000000
913000000
223000000
35970000000
0.24
4000000
1881000000
607000000
2146000000
2488000000
356000000
209454000000
0.14
-14000000
-4000000
-23000000
7000000
44000000
61000000
-1000000
-3000000
5000000
-22000000
-18000000
31000000
3000000
64000000
1000000
1000000
-1000000
5000000
7000000
2000000
5000000
-7000000
-6000000
6000000
4000000
2000000
4000000
-10000000
10000000
7000000
28000000
3000000
-8000000
-329000000
-331000000
-1000000
-1000000
9000000
8000000
1000000
-338000000
-338000000
-249000000
248000000
110000000
27000000
38000000
42000000
68000000
15000000
5000000
3000000
3000000
2000000
1000000
8000000
3000000
9000000
12000000
8000000
-4000000
16000000
7000000
66000000
1000000
-253000000
9000000
1000000
5994000
13000000
-196000000
-31000000
-106000000
398000000
2906000000
168000000
493000000
0.53
-340000000
9000000
89000000
664000000
-20000000
4000000
113000000
30000000
105000000
-49000000
57000000
-44000000
9000000
16000000
1000000
1000000
29000000
-20000000
11000000
49000000
7000000
151000000
224000000
74000000
797000000
17000000
1215527000
80000000
80000000
928000000
80000000
-302000000
0.53
-384000000
2000000
61000000
2000000
775000000
10000000
311000000
2000000
2771000000
50000000
16000000
1214126000
7395000
11000000
3681000000
-31000000
932000000
-31000000
109000000
3000000
-20000000
1000000
94432000
63000000
9000000
651000000
221000000
24000000
6000000
5000000
1457000000
100000000
281000000
503000000
651000000
30000000
-21000000
106000000
6000000
153000000
153000000
3000000
32000000
-2000000
6000000
945000000
200000000
311463000000
47000000
6000000
2000000
32000000
2000000
15000000
640000000
0.25
4000000
92000000
-22000000
31000000
20000000
121000000
63000000
198000000
184000000
8000000
53584000000
-22000000
1000000
13000000
19000000
32000000
137000000
169000000
13000000
2887000000
297000000
729000000
-2000000
2889000000
922000000
43000000
40000000
200000000
442000000
133000000
83000000
1794000000
11000000
757000000
51000000
675000000
808000000
133000000
36949000000
0.16
-2000000
2028000000
661000000
1898000000
2689000000
791000000
220930000000
0.29
-4000000
-1000000
3000000
-1000000
1000000
-4000000
14000000
13000000
4000000
28000000
1000000
1000000
3000000
15000000
1000000
14000000
-24000000
8000000
1000000
1000000
6000000
13000000
-11000000
26000000
3000000
-232000000
-279000000
2000000
-1000000
4000000
-42000000
-1000000
1000000
-237000000
-237000000
25000000
-25000000
219000000
17000000
28000000
44000000
71000000
16000000
4000000
2000000
3000000
2000000
1000000
10000000
4000000
9000000
11000000
8000000
-5000000
-21000000
-42000000
-3000000
1000000
1000000
6000000
1000000
80000000
109000000
9000000
15000000
6000000
2000000
-3000000
3000000
21000000
36000000
-2000000
809000000
1000000
4000000
1000000
9362000
25000000
1107000000
-310000000
-286000000
1534000000
2901000000
167000000
477000000
0.61
134000000
-4000000
125000000
750000000
-1000000
3000000
127000000
1000000
135000000
12000000
60000000
35000000
8000000
27000000
1000000
-28000000
17000000
3000000
11000000
149000000
1000000
265000000
82000000
754000000
8000000
1171534000
-2000000
81000000
877000000
65000000
821000000
0.61
169000000
7000000
2000000
948000000
-15000000
749000000
24000000
292000000
-22000000
2705000000
2000000
10000000
1169674000
11222000
17000000
3650000000
-45000000
3000000
950000000
-303000000
12000000
2000000
-2000000
77000000
5000000
-1000000
90785000
926000000
725000000
121000000
26000000
3000000
1436000000
109000000
225000000
501000000
720000000
638000000
61000000
1000000
95000000
7000000
128000000
99000000
4000000
623000000
22000000
6000000
975000000
182000000
318914000000
33000000
32000000
4000000
42000000
2000000
6000000
709000000
2000000
P397D
P2D
0.26
0.99
26000000
-5000000
2000000
45000000
28000000
150000000
89000000
231000000
239000000
9000000
58850000000
-1000000
-1000000
25000000
22000000
47000000
104000000
151000000
-45000000
2879000000
287000000
779000000
22000000
2857000000
942000000
48000000
46000000
182000000
311000000
138000000
124000000
1678000000
-23000000
872000000
52000000
692000000
924000000
232000000
35775000000
0.25
-1000000
1879000000
608000000
1782000000
2487000000
709000000
224289000000
0.29
-4000000
-1000000
10000000
15000000
-1000000
-2000000
6000000
-6000000
26000000
2000000
2000000
61000000
1000000
1000000
1000000
-4000000
3000000
2000000
1000000
-11000000
-1000000
1000000
4000000
2000000
4000000
2000000
9000000
-2000000
2000000
28000000
6000000
7000000
-704000000
-706000000
3000000
1000000
-707000000
-707000000
36000000
-44000000
-133000000
27000000
38000000
42000000
68000000
15000000
5000000
3000000
3000000
2000000
1000000
9000000
4000000
9000000
12000000
8000000
1000000
-1000000
1000000
-1000000
7000000
-2000000
7000000
-2000000
54000000
7000000
1022.22
-6000000
-3000000
3000000
16000000
-2000000
12000000
-2000000
6000000
1000000
-4000000
10000000
-32000000
1500
107000000
0.03
0001390777
bk:OperationalEfficiencyInitiativesTwentyElevenMember
2011-10-01
2011-12-31
0001390777
2011-10-01
2011-12-31
0001390777
us-gaap:TradingAccountAssetsMemberbk:OtherDebtAndEquitySecuritiesMember
2012-07-01
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:DerivativeFinancialInstrumentsAssetsMember
2012-07-01
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USStatesAndPoliticalSubdivisionsMember
2012-07-01
2012-09-30
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:DerivativeFinancialInstrumentsLiabilitiesMember
2012-07-01
2012-09-30
0001390777
us-gaap:OtherAssetsMember
2012-07-01
2012-09-30
0001390777
us-gaap:LongTermDebtMember
2012-07-01
2012-09-30
0001390777
us-gaap:SeriesAPreferredStockMember
2012-07-01
2012-09-30
0001390777
bk:CreditAndOtherTradingMember
2012-07-01
2012-09-30
0001390777
us-gaap:FixedIncomeInterestRateMember
2012-07-01
2012-09-30
0001390777
us-gaap:EmployeeSeveranceMemberbk:OperationalEfficiencyInitiativesTwentyElevenMember
2012-07-01
2012-09-30
0001390777
bk:OperationalEfficiencyInitiativesTwentyElevenMember
2012-07-01
2012-09-30
0001390777
us-gaap:EmployeeSeveranceMemberbk:GlobalLocationStrategyTwentyZeroNineMember
2012-07-01
2012-09-30
0001390777
bk:GlobalLocationStrategyTwentyZeroNineMember
2012-07-01
2012-09-30
0001390777
us-gaap:ForeignPensionPlansDefinedBenefitMember
2012-07-01
2012-09-30
0001390777
us-gaap:OtherPostretirementBenefitPlansDefinedBenefitMember
2012-07-01
2012-09-30
0001390777
us-gaap:UnitedStatesPensionPlansOfUSEntityDefinedBenefitMember
2012-07-01
2012-09-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:NetInvestmentHedgingMember
2012-07-01
2012-09-30
0001390777
us-gaap:InterestRateContractMemberus-gaap:FairValueHedgingMemberbk:InterestIncomeExpenseNetMember
2012-07-01
2012-09-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:CashFlowHedgingMemberbk:TradingRevenueMember
2012-07-01
2012-09-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:CashFlowHedgingMemberus-gaap:OtherIncomeMember
2012-07-01
2012-09-30
0001390777
us-gaap:CashFlowHedgingMember
2012-07-01
2012-09-30
0001390777
bk:WealthManagementLoansAndMortgagesPortfolioSegmentMember
2012-07-01
2012-09-30
0001390777
bk:AllOtherMember
2012-07-01
2012-09-30
0001390777
bk:ForeignMember
2012-07-01
2012-09-30
0001390777
bk:FinancialInstitutionsPortfolioMember
2012-07-01
2012-09-30
0001390777
us-gaap:FinanceLeasesPortfolioSegmentMember
2012-07-01
2012-09-30
0001390777
us-gaap:ResidentialPortfolioSegmentMember
2012-07-01
2012-09-30
0001390777
us-gaap:CommercialPortfolioSegmentMember
2012-07-01
2012-09-30
0001390777
us-gaap:CommercialRealEstatePortfolioSegmentMember
2012-07-01
2012-09-30
0001390777
bk:EuropeanFloatingRateNotesMember
2012-07-01
2012-09-30
0001390777
bk:OtherSecuritiesMember
2012-07-01
2012-09-30
0001390777
bk:AltAResidentialMortgageBackedSecuritiesMember
2012-07-01
2012-09-30
0001390777
us-gaap:ResidentialPrimeFinancingReceivableMember
2012-07-01
2012-09-30
0001390777
us-gaap:SovereignDebtMember
2012-07-01
2012-09-30
0001390777
us-gaap:CorporateDebtSecuritiesMember
2012-07-01
2012-09-30
0001390777
bk:GlobalLocationStrategyTwentyZeroNineMemberbk:InvestmentServicesSegmentMember
2012-07-01
2012-09-30
0001390777
bk:InvestmentServicesSegmentMember
2012-07-01
2012-09-30
0001390777
bk:OperationalEfficiencyInitiativesTwentyElevenMemberbk:InvestmentManagementSegmentMember
2012-07-01
2012-09-30
0001390777
bk:InvestmentManagementSegmentMember
2012-07-01
2012-09-30
0001390777
bk:OperationsMember
2012-07-01
2012-09-30
0001390777
us-gaap:AssetManagementMember
2012-07-01
2012-09-30
0001390777
bk:OperationalEfficiencyInitiativesTwentyElevenMemberus-gaap:AllOtherSegmentsMember
2012-07-01
2012-09-30
0001390777
us-gaap:AllOtherSegmentsMember
2012-07-01
2012-09-30
0001390777
2012-07-01
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberbk:OtherDebtAndEquitySecuritiesMember
2011-07-01
2011-09-30
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:DerivativeFinancialInstrumentsAssetsMember
2011-07-01
2011-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:OtherDebtSecuritiesMember
2011-07-01
2011-09-30
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:DerivativeFinancialInstrumentsLiabilitiesMember
2011-07-01
2011-09-30
0001390777
us-gaap:OtherAssetsMember
2011-07-01
2011-09-30
0001390777
us-gaap:LongTermDebtMember
2011-07-01
2011-09-30
0001390777
us-gaap:FixedIncomeInterestRateMember
2011-07-01
2011-09-30
0001390777
bk:GlobalLocationStrategyTwentyZeroNineMember
2011-07-01
2011-09-30
0001390777
us-gaap:ForeignPensionPlansDefinedBenefitMember
2011-07-01
2011-09-30
0001390777
us-gaap:OtherPostretirementBenefitPlansDefinedBenefitMember
2011-07-01
2011-09-30
0001390777
us-gaap:UnitedStatesPensionPlansOfUSEntityDefinedBenefitMember
2011-07-01
2011-09-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:NetInvestmentHedgingMember
2011-07-01
2011-09-30
0001390777
us-gaap:InterestRateContractMemberus-gaap:FairValueHedgingMemberbk:InterestIncomeExpenseNetMember
2011-07-01
2011-09-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:CashFlowHedgingMemberbk:TradingRevenueMember
2011-07-01
2011-09-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:CashFlowHedgingMemberbk:SalaryExpenseMember
2011-07-01
2011-09-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:CashFlowHedgingMemberbk:InterestIncomeExpenseNetMember
2011-07-01
2011-09-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:CashFlowHedgingMemberus-gaap:OtherIncomeMember
2011-07-01
2011-09-30
0001390777
us-gaap:CashFlowHedgingMember
2011-07-01
2011-09-30
0001390777
bk:WealthManagementLoansAndMortgagesPortfolioSegmentMember
2011-07-01
2011-09-30
0001390777
bk:ForeignMember
2011-07-01
2011-09-30
0001390777
bk:FinancialInstitutionsPortfolioMember
2011-07-01
2011-09-30
0001390777
us-gaap:ResidentialPortfolioSegmentMember
2011-07-01
2011-09-30
0001390777
us-gaap:CommercialPortfolioSegmentMember
2011-07-01
2011-09-30
0001390777
us-gaap:CommercialRealEstatePortfolioSegmentMember
2011-07-01
2011-09-30
0001390777
bk:EuropeanFloatingRateNotesMember
2011-07-01
2011-09-30
0001390777
bk:OtherSecuritiesMember
2011-07-01
2011-09-30
0001390777
bk:AltAResidentialMortgageBackedSecuritiesMember
2011-07-01
2011-09-30
0001390777
us-gaap:USTreasurySecuritiesMember
2011-07-01
2011-09-30
0001390777
us-gaap:ResidentialSubprimeFinancingReceivableMember
2011-07-01
2011-09-30
0001390777
bk:GlobalLocationStrategyTwentyZeroNineMemberbk:InvestmentServicesSegmentMember
2011-07-01
2011-09-30
0001390777
bk:InvestmentServicesSegmentMember
2011-07-01
2011-09-30
0001390777
bk:GlobalLocationStrategyTwentyZeroNineMemberbk:InvestmentManagementSegmentMember
2011-07-01
2011-09-30
0001390777
bk:InvestmentManagementSegmentMember
2011-07-01
2011-09-30
0001390777
bk:OperationsMember
2011-07-01
2011-09-30
0001390777
us-gaap:AssetManagementMember
2011-07-01
2011-09-30
0001390777
bk:GlobalLocationStrategyTwentyZeroNineMemberus-gaap:AllOtherSegmentsMember
2011-07-01
2011-09-30
0001390777
us-gaap:AllOtherSegmentsMember
2011-07-01
2011-09-30
0001390777
2011-07-01
2011-09-30
0001390777
bk:CreditAndOtherTradingMember
2012-04-01
2012-06-30
0001390777
us-gaap:FixedIncomeInterestRateMember
2012-04-01
2012-06-30
0001390777
bk:GlobalLocationStrategyTwentyZeroNineMember
2012-04-01
2012-06-30
0001390777
us-gaap:ForeignPensionPlansDefinedBenefitMember
2012-04-01
2012-06-30
0001390777
us-gaap:OtherPostretirementBenefitPlansDefinedBenefitMember
2012-04-01
2012-06-30
0001390777
us-gaap:UnitedStatesPensionPlansOfUSEntityDefinedBenefitMember
2012-04-01
2012-06-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:NetInvestmentHedgingMember
2012-04-01
2012-06-30
0001390777
us-gaap:InterestRateContractMemberus-gaap:FairValueHedgingMemberbk:InterestIncomeExpenseNetMember
2012-04-01
2012-06-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:CashFlowHedgingMemberbk:TradingRevenueMember
2012-04-01
2012-06-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:CashFlowHedgingMemberbk:SalaryExpenseMember
2012-04-01
2012-06-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:CashFlowHedgingMemberbk:InterestIncomeExpenseNetMember
2012-04-01
2012-06-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:CashFlowHedgingMemberus-gaap:OtherIncomeMember
2012-04-01
2012-06-30
0001390777
us-gaap:CashFlowHedgingMember
2012-04-01
2012-06-30
0001390777
bk:WealthManagementLoansAndMortgagesPortfolioSegmentMember
2012-04-01
2012-06-30
0001390777
bk:ForeignMember
2012-04-01
2012-06-30
0001390777
bk:FinancialInstitutionsPortfolioMember
2012-04-01
2012-06-30
0001390777
us-gaap:FinanceLeasesPortfolioSegmentMember
2012-04-01
2012-06-30
0001390777
us-gaap:ResidentialPortfolioSegmentMember
2012-04-01
2012-06-30
0001390777
us-gaap:CommercialPortfolioSegmentMember
2012-04-01
2012-06-30
0001390777
us-gaap:CommercialRealEstatePortfolioSegmentMember
2012-04-01
2012-06-30
0001390777
bk:TrustPreferredSecuritiesMember
2012-04-01
2012-06-30
0001390777
bk:EuropeanFloatingRateNotesMember
2012-04-01
2012-06-30
0001390777
bk:OtherSecuritiesMember
2012-04-01
2012-06-30
0001390777
bk:AltAResidentialMortgageBackedSecuritiesMember
2012-04-01
2012-06-30
0001390777
us-gaap:ResidentialPrimeFinancingReceivableMember
2012-04-01
2012-06-30
0001390777
us-gaap:SovereignDebtMember
2012-04-01
2012-06-30
0001390777
us-gaap:USTreasurySecuritiesMember
2012-04-01
2012-06-30
0001390777
us-gaap:CorporateDebtSecuritiesMember
2012-04-01
2012-06-30
0001390777
us-gaap:ResidentialSubprimeFinancingReceivableMember
2012-04-01
2012-06-30
0001390777
bk:GlobalLocationStrategyTwentyZeroNineMemberbk:InvestmentServicesSegmentMember
2012-04-01
2012-06-30
0001390777
bk:InvestmentServicesSegmentMember
2012-04-01
2012-06-30
0001390777
bk:OperationalEfficiencyInitiativesTwentyElevenMemberbk:InvestmentManagementSegmentMember
2012-04-01
2012-06-30
0001390777
bk:InvestmentManagementSegmentMember
2012-04-01
2012-06-30
0001390777
bk:OperationsMember
2012-04-01
2012-06-30
0001390777
us-gaap:AssetManagementMember
2012-04-01
2012-06-30
0001390777
bk:OperationalEfficiencyInitiativesTwentyElevenMemberus-gaap:AllOtherSegmentsMember
2012-04-01
2012-06-30
0001390777
us-gaap:AllOtherSegmentsMember
2012-04-01
2012-06-30
0001390777
2012-04-01
2012-06-30
0001390777
bk:OtherFundsMember
2011-01-01
2011-12-31
0001390777
us-gaap:HedgeFundsMember
2011-01-01
2011-12-31
0001390777
us-gaap:MaximumMember
2011-01-01
2011-12-31
0001390777
us-gaap:MinimumMember
2011-01-01
2011-12-31
0001390777
bk:NoninvestmentGradeMemberus-gaap:StandbyLettersOfCreditMember
2011-01-01
2011-12-31
0001390777
bk:InvestmentGradeMemberus-gaap:StandbyLettersOfCreditMember
2011-01-01
2011-12-31
0001390777
bk:GlobalLocationStrategyTwentyZeroNineMember
2009-01-01
2009-12-31
0001390777
bk:ShareownerServicesMember
2011-12-01
2011-12-31
0001390777
bk:TalonAssetManagementMember
2011-06-01
2011-06-30
0001390777
bk:PensonFinancialServicesAustraliaPtyLtdMember
2011-11-01
2011-11-30
0001390777
bk:DividendPaymentSecondMember
2012-01-01
2012-09-30
0001390777
bk:DividendPaymentThirdMember
2012-01-01
2012-09-30
0001390777
bk:DividendPaymentFourthMember
2012-01-01
2012-09-30
0001390777
bk:DividendPaymentFirstMember
2012-01-01
2012-09-30
0001390777
bk:FiniteLivedIntangibleAssetsMember
2012-01-01
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberbk:OtherDebtAndEquitySecuritiesMember
2012-01-01
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:DerivativeFinancialInstrumentsAssetsMember
2012-01-01
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:OtherDebtSecuritiesMember
2012-01-01
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USStatesAndPoliticalSubdivisionsMember
2012-01-01
2012-09-30
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:DerivativeFinancialInstrumentsLiabilitiesMember
2012-01-01
2012-09-30
0001390777
us-gaap:OtherAssetsMember
2012-01-01
2012-09-30
0001390777
bk:FiniteLivedIntangibleAssetsMemberus-gaap:CustomerContractsMember
2012-01-01
2012-09-30
0001390777
bk:FiniteLivedIntangibleAssetsMemberus-gaap:CustomerRelationshipsMember
2012-01-01
2012-09-30
0001390777
bk:FiniteLivedIntangibleAssetsMemberus-gaap:OtherIntangibleAssetsMember
2012-01-01
2012-09-30
0001390777
us-gaap:LongTermDebtMember
2012-01-01
2012-09-30
0001390777
us-gaap:SeriesCPreferredStockMember
2012-01-01
2012-09-30
0001390777
us-gaap:SeriesAPreferredStockMember
2012-01-01
2012-09-30
0001390777
us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember
2012-01-01
2012-09-30
0001390777
bk:OtherFundsMember
2012-01-01
2012-09-30
0001390777
us-gaap:HedgeFundsMember
2012-01-01
2012-09-30
0001390777
bk:CreditSupportedMemberus-gaap:VariableInterestEntityPrimaryBeneficiaryMember
2012-01-01
2012-09-30
0001390777
bk:CreditAndOtherTradingMember
2012-01-01
2012-09-30
0001390777
us-gaap:FixedIncomeInterestRateMember
2012-01-01
2012-09-30
0001390777
bk:OperationalEfficiencyInitiativesTwentyElevenMember
2012-01-01
2012-09-30
0001390777
bk:GlobalLocationStrategyTwentyZeroNineMember
2012-01-01
2012-09-30
0001390777
us-gaap:ForeignPensionPlansDefinedBenefitMember
2012-01-01
2012-09-30
0001390777
us-gaap:OtherPostretirementBenefitPlansDefinedBenefitMember
2012-01-01
2012-09-30
0001390777
us-gaap:UnitedStatesPensionPlansOfUSEntityDefinedBenefitMember
2012-01-01
2012-09-30
0001390777
bk:NoncontrollingInterestInConsolidatedEntityMember
2012-01-01
2012-09-30
0001390777
bk:TemporaryEquityRedeemableNoncontrollingInterestsMember
2012-01-01
2012-09-30
0001390777
us-gaap:AdditionalPaidInCapitalMember
2012-01-01
2012-09-30
0001390777
us-gaap:RetainedEarningsMember
2012-01-01
2012-09-30
0001390777
us-gaap:TreasuryStockMember
2012-01-01
2012-09-30
0001390777
us-gaap:CommonStockMember
2012-01-01
2012-09-30
0001390777
us-gaap:AccumulatedOtherComprehensiveIncomeMember
2012-01-01
2012-09-30
0001390777
us-gaap:PreferredStockMember
2012-01-01
2012-09-30
0001390777
bk:FairValueHedgeOfDepositsAndLongTermDebtMember
2012-01-01
2012-09-30
0001390777
bk:FairValueHedgeOfSecuritiesMember
2012-01-01
2012-09-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:NetInvestmentHedgingMemberus-gaap:OtherIncomeMember
2012-01-01
2012-09-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:NetInvestmentHedgingMember
2012-01-01
2012-09-30
0001390777
us-gaap:InterestRateContractMemberus-gaap:FairValueHedgingMemberbk:InterestIncomeExpenseNetMember
2012-01-01
2012-09-30
0001390777
us-gaap:OtherCreditDerivativesMember
2012-01-01
2012-09-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:CashFlowHedgingMemberbk:TradingRevenueMember
2012-01-01
2012-09-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:CashFlowHedgingMemberbk:SalaryExpenseMember
2012-01-01
2012-09-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:CashFlowHedgingMemberbk:InterestIncomeExpenseNetMember
2012-01-01
2012-09-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:CashFlowHedgingMemberus-gaap:OtherIncomeMember
2012-01-01
2012-09-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:CashFlowHedgingMember
2012-01-01
2012-09-30
0001390777
us-gaap:CashFlowHedgingMember
2012-01-01
2012-09-30
0001390777
us-gaap:MaximumMember
2012-01-01
2012-09-30
0001390777
us-gaap:MinimumMember
2012-01-01
2012-09-30
0001390777
bk:FairValueHedgeMemberus-gaap:ForeignExchangeContractMemberus-gaap:CashFlowHedgingMember
2012-01-01
2012-09-30
0001390777
bk:FairValueHedgeMemberus-gaap:ForeignExchangeContractMemberus-gaap:CashFlowHedgingMemberus-gaap:MaximumMember
2012-01-01
2012-09-30
0001390777
bk:WealthManagementLoansAndMortgagesPortfolioSegmentMember
2012-01-01
2012-09-30
0001390777
bk:AllOtherMember
2012-01-01
2012-09-30
0001390777
bk:ForeignMember
2012-01-01
2012-09-30
0001390777
bk:FinancialInstitutionsPortfolioMember
2012-01-01
2012-09-30
0001390777
us-gaap:BankOverdraftsMember
2012-01-01
2012-09-30
0001390777
us-gaap:FinanceLeasesPortfolioSegmentMember
2012-01-01
2012-09-30
0001390777
us-gaap:ResidentialPortfolioSegmentMember
2012-01-01
2012-09-30
0001390777
us-gaap:CommercialPortfolioSegmentMember
2012-01-01
2012-09-30
0001390777
us-gaap:CommercialRealEstatePortfolioSegmentMember
2012-01-01
2012-09-30
0001390777
bk:NoninvestmentGradeMemberus-gaap:StandbyLettersOfCreditMember
2012-01-01
2012-09-30
0001390777
bk:InvestmentGradeMemberus-gaap:StandbyLettersOfCreditMember
2012-01-01
2012-09-30
0001390777
bk:WealthManagementMortgagesPortfolioSegmentMemberbk:FloridaMember
2012-01-01
2012-09-30
0001390777
bk:WealthManagementMortgagesPortfolioSegmentMemberbk:MassachusettsMember
2012-01-01
2012-09-30
0001390777
bk:WealthManagementMortgagesPortfolioSegmentMemberbk:OtherStateMember
2012-01-01
2012-09-30
0001390777
bk:WealthManagementMortgagesPortfolioSegmentMemberbk:CaliforniaStateMember
2012-01-01
2012-09-30
0001390777
bk:WealthManagementMortgagesPortfolioSegmentMemberbk:NewYorkStateMember
2012-01-01
2012-09-30
0001390777
bk:FederalDepositInsuranceCorporationInsuredDebtSecuritiesMember
2012-01-01
2012-09-30
0001390777
bk:TrustPreferredSecuritiesMember
2012-01-01
2012-09-30
0001390777
bk:EuropeanFloatingRateNotesMember
2012-01-01
2012-09-30
0001390777
bk:OtherSecuritiesMember
2012-01-01
2012-09-30
0001390777
bk:AltAResidentialMortgageBackedSecuritiesMember
2012-01-01
2012-09-30
0001390777
us-gaap:ResidentialPrimeFinancingReceivableMember
2012-01-01
2012-09-30
0001390777
us-gaap:SovereignDebtMember
2012-01-01
2012-09-30
0001390777
us-gaap:USTreasurySecuritiesMember
2012-01-01
2012-09-30
0001390777
us-gaap:CorporateDebtSecuritiesMember
2012-01-01
2012-09-30
0001390777
us-gaap:ResidentialSubprimeFinancingReceivableMember
2012-01-01
2012-09-30
0001390777
bk:OperationalEfficiencyInitiativesTwentyElevenMemberbk:InvestmentServicesSegmentMember
2012-01-01
2012-09-30
0001390777
bk:GlobalLocationStrategyTwentyZeroNineMemberbk:InvestmentServicesSegmentMember
2012-01-01
2012-09-30
0001390777
bk:InvestmentServicesSegmentMember
2012-01-01
2012-09-30
0001390777
bk:OperationalEfficiencyInitiativesTwentyElevenMemberbk:InvestmentManagementSegmentMember
2012-01-01
2012-09-30
0001390777
bk:GlobalLocationStrategyTwentyZeroNineMemberbk:InvestmentManagementSegmentMember
2012-01-01
2012-09-30
0001390777
bk:InvestmentManagementSegmentMember
2012-01-01
2012-09-30
0001390777
bk:OperationsMember
2012-01-01
2012-09-30
0001390777
us-gaap:AssetManagementMember
2012-01-01
2012-09-30
0001390777
bk:OperationalEfficiencyInitiativesTwentyElevenMemberus-gaap:AllOtherSegmentsMember
2012-01-01
2012-09-30
0001390777
bk:GlobalLocationStrategyTwentyZeroNineMemberus-gaap:AllOtherSegmentsMember
2012-01-01
2012-09-30
0001390777
us-gaap:AllOtherSegmentsMember
2012-01-01
2012-09-30
0001390777
us-gaap:LoansReceivableMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:MaximumMemberus-gaap:IncomeApproachValuationTechniqueMember
2012-01-01
2012-09-30
0001390777
us-gaap:LoansReceivableMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:MinimumMemberus-gaap:IncomeApproachValuationTechniqueMember
2012-01-01
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberbk:LongTermForeignExchangeOptionsMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMemberbk:OptionPricingModelApproachValuationTechniqueMember
2012-01-01
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberbk:StructuredDebtMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMemberbk:OptionPricingModelApproachValuationTechniqueMember
2012-01-01
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberbk:StructuredForeignExchangeSwaptionsMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:MaximumMemberbk:OptionPricingModelApproachValuationTechniqueMember
2012-01-01
2012-09-30
0001390777
us-gaap:TradingLiabilitiesMemberbk:StructuredForeignExchangeSwaptionsMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:MaximumMemberbk:OptionPricingModelApproachValuationTechniqueMember
2012-01-01
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberbk:StructuredDebtMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:MaximumMemberbk:OptionPricingModelApproachValuationTechniqueMember
2012-01-01
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:StockOptionMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:MaximumMemberbk:OptionPricingModelApproachValuationTechniqueMember
2012-01-01
2012-09-30
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:StockOptionMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:MaximumMemberbk:OptionPricingModelApproachValuationTechniqueMember
2012-01-01
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberbk:DistressedDebtMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:MaximumMemberus-gaap:IncomeApproachValuationTechniqueMember
2012-01-01
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USStatesAndPoliticalSubdivisionsMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:MaximumMemberus-gaap:IncomeApproachValuationTechniqueMember
2012-01-01
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberbk:StructuredForeignExchangeSwaptionsMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:MinimumMemberbk:OptionPricingModelApproachValuationTechniqueMember
2012-01-01
2012-09-30
0001390777
us-gaap:TradingLiabilitiesMemberbk:StructuredForeignExchangeSwaptionsMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:MinimumMemberbk:OptionPricingModelApproachValuationTechniqueMember
2012-01-01
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberbk:StructuredDebtMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:MinimumMemberbk:OptionPricingModelApproachValuationTechniqueMember
2012-01-01
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:StockOptionMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:MinimumMemberbk:OptionPricingModelApproachValuationTechniqueMember
2012-01-01
2012-09-30
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:StockOptionMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:MinimumMemberbk:OptionPricingModelApproachValuationTechniqueMember
2012-01-01
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberbk:DistressedDebtMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:MinimumMemberus-gaap:IncomeApproachValuationTechniqueMember
2012-01-01
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USStatesAndPoliticalSubdivisionsMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:MinimumMemberus-gaap:IncomeApproachValuationTechniqueMember
2012-01-01
2012-09-30
0001390777
2012-01-01
2012-09-30
0001390777
bk:OtherChargesMemberbk:OperationalEfficiencyInitiativesTwentyElevenMember
2011-10-01
2012-06-30
0001390777
us-gaap:EmployeeSeveranceMemberbk:OperationalEfficiencyInitiativesTwentyElevenMember
2011-10-01
2012-06-30
0001390777
bk:OperationalEfficiencyInitiativesTwentyElevenMember
2011-10-01
2012-06-30
0001390777
us-gaap:TradingAccountAssetsMemberbk:OtherDebtAndEquitySecuritiesMember
2011-01-01
2011-09-30
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:DerivativeFinancialInstrumentsAssetsMember
2011-01-01
2011-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:OtherDebtSecuritiesMember
2011-01-01
2011-09-30
0001390777
us-gaap:TradingLiabilitiesMemberbk:OtherDebtAndEquitySecuritiesMember
2011-01-01
2011-09-30
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:DerivativeFinancialInstrumentsLiabilitiesMember
2011-01-01
2011-09-30
0001390777
us-gaap:LoansMember
2011-01-01
2011-09-30
0001390777
us-gaap:OtherAssetsMember
2011-01-01
2011-09-30
0001390777
us-gaap:OtherLiabilitiesMember
2011-01-01
2011-09-30
0001390777
us-gaap:LongTermDebtMember
2011-01-01
2011-09-30
0001390777
bk:CreditAndOtherTradingMember
2011-01-01
2011-09-30
0001390777
us-gaap:FixedIncomeInterestRateMember
2011-01-01
2011-09-30
0001390777
us-gaap:ForeignPensionPlansDefinedBenefitMember
2011-01-01
2011-09-30
0001390777
us-gaap:OtherPostretirementBenefitPlansDefinedBenefitMember
2011-01-01
2011-09-30
0001390777
us-gaap:UnitedStatesPensionPlansOfUSEntityDefinedBenefitMember
2011-01-01
2011-09-30
0001390777
bk:FairValueHedgeOfLoansMember
2011-01-01
2011-09-30
0001390777
bk:FairValueHedgeOfDepositsAndLongTermDebtMember
2011-01-01
2011-09-30
0001390777
bk:FairValueHedgeOfSecuritiesMember
2011-01-01
2011-09-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:NetInvestmentHedgingMemberus-gaap:OtherIncomeMember
2011-01-01
2011-09-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:NetInvestmentHedgingMember
2011-01-01
2011-09-30
0001390777
us-gaap:InterestRateContractMemberus-gaap:FairValueHedgingMemberbk:InterestIncomeExpenseNetMember
2011-01-01
2011-09-30
0001390777
us-gaap:OtherCreditDerivativesMember
2011-01-01
2011-09-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:CashFlowHedgingMemberbk:TradingRevenueMember
2011-01-01
2011-09-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:CashFlowHedgingMemberbk:SalaryExpenseMember
2011-01-01
2011-09-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:CashFlowHedgingMemberbk:InterestIncomeExpenseNetMember
2011-01-01
2011-09-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:CashFlowHedgingMemberus-gaap:OtherIncomeMember
2011-01-01
2011-09-30
0001390777
us-gaap:CashFlowHedgingMember
2011-01-01
2011-09-30
0001390777
bk:WealthManagementLoansAndMortgagesPortfolioSegmentMember
2011-01-01
2011-09-30
0001390777
bk:AllOtherMember
2011-01-01
2011-09-30
0001390777
bk:ForeignMember
2011-01-01
2011-09-30
0001390777
bk:FinancialInstitutionsPortfolioMember
2011-01-01
2011-09-30
0001390777
us-gaap:FinanceLeasesPortfolioSegmentMember
2011-01-01
2011-09-30
0001390777
us-gaap:ResidentialPortfolioSegmentMember
2011-01-01
2011-09-30
0001390777
us-gaap:CommercialPortfolioSegmentMember
2011-01-01
2011-09-30
0001390777
us-gaap:CommercialRealEstatePortfolioSegmentMember
2011-01-01
2011-09-30
0001390777
bk:EuropeanFloatingRateNotesMember
2011-01-01
2011-09-30
0001390777
bk:OtherSecuritiesMember
2011-01-01
2011-09-30
0001390777
bk:AgencyResidentialMortgageBackedSecuritiesMember
2011-01-01
2011-09-30
0001390777
bk:AltAResidentialMortgageBackedSecuritiesMember
2011-01-01
2011-09-30
0001390777
us-gaap:ResidentialPrimeFinancingReceivableMember
2011-01-01
2011-09-30
0001390777
us-gaap:USTreasurySecuritiesMember
2011-01-01
2011-09-30
0001390777
us-gaap:ResidentialSubprimeFinancingReceivableMember
2011-01-01
2011-09-30
0001390777
bk:InvestmentServicesSegmentMember
2011-01-01
2011-09-30
0001390777
bk:InvestmentManagementSegmentMember
2011-01-01
2011-09-30
0001390777
bk:OperationsMember
2011-01-01
2011-09-30
0001390777
us-gaap:AssetManagementMember
2011-01-01
2011-09-30
0001390777
us-gaap:AllOtherSegmentsMember
2011-01-01
2011-09-30
0001390777
2011-01-01
2011-09-30
0001390777
bk:AssetWriteOffsOrOtherMemberbk:GlobalLocationStrategyTwentyZeroNineMember
2009-01-01
2012-06-30
0001390777
us-gaap:EmployeeSeveranceMemberbk:GlobalLocationStrategyTwentyZeroNineMember
2009-01-01
2012-06-30
0001390777
bk:GlobalLocationStrategyTwentyZeroNineMember
2009-01-01
2012-06-30
0001390777
bk:IndefiniteLivedIntangibleAssetsMember
2011-12-31
0001390777
bk:FiniteLivedIntangibleAssetsMember
2011-12-31
0001390777
us-gaap:TradingAccountAssetsMemberbk:OtherDebtAndEquitySecuritiesMember
2011-12-31
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:DerivativeFinancialInstrumentsAssetsMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:OtherDebtSecuritiesMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USStatesAndPoliticalSubdivisionsMember
2011-12-31
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:DerivativeFinancialInstrumentsLiabilitiesMember
2011-12-31
0001390777
us-gaap:OtherAssetsMember
2011-12-31
0001390777
bk:IndefiniteLivedIntangibleAssetsMemberus-gaap:TradeNamesMember
2011-12-31
0001390777
bk:FiniteLivedIntangibleAssetsMemberus-gaap:CustomerContractsMember
2011-12-31
0001390777
bk:IndefiniteLivedIntangibleAssetsMemberus-gaap:CustomerRelationshipsMember
2011-12-31
0001390777
bk:FiniteLivedIntangibleAssetsMemberus-gaap:CustomerRelationshipsMember
2011-12-31
0001390777
bk:FiniteLivedIntangibleAssetsMemberus-gaap:OtherIntangibleAssetsMember
2011-12-31
0001390777
us-gaap:EstimateOfFairValueFairValueDisclosureMember
2011-12-31
0001390777
us-gaap:CarryingReportedAmountFairValueDisclosureMember
2011-12-31
0001390777
us-gaap:VariableInterestEntityPrimaryBeneficiaryMember
2011-12-31
0001390777
us-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember
2011-12-31
0001390777
bk:SecuritiesLendingIndemnificationAgreementsMember
2011-12-31
0001390777
us-gaap:StandbyLettersOfCreditMember
2011-12-31
0001390777
us-gaap:CapitalSupportAgreementMember
2011-12-31
0001390777
us-gaap:CommitmentsToExtendCreditMember
2011-12-31
0001390777
us-gaap:LetterOfCreditMember
2011-12-31
0001390777
bk:SecuritizationsMemberus-gaap:VariableInterestEntityPrimaryBeneficiaryMember
2011-12-31
0001390777
bk:OtherFundsMember
2011-12-31
0001390777
bk:TradingSecuritiesMemberus-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember
2011-12-31
0001390777
bk:TradingSecuritiesMember
2011-12-31
0001390777
bk:OtherAssetsAndLiabilitiesNetMemberus-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember
2011-12-31
0001390777
bk:OtherAssetsAndLiabilitiesNetMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMember
2011-12-31
0001390777
us-gaap:PrivateEquityFundsMember
2011-12-31
0001390777
us-gaap:HeldtomaturitySecuritiesMember
2011-12-31
0001390777
us-gaap:AssetManagementMemberus-gaap:VariableInterestEntityPrimaryBeneficiaryMember
2011-12-31
0001390777
us-gaap:HedgeFundsMember
2011-12-31
0001390777
bk:ForeignMember
2011-12-31
0001390777
bk:DomesticMember
2011-12-31
0001390777
bk:CreditSupportedMemberus-gaap:VariableInterestEntityPrimaryBeneficiaryMember
2011-12-31
0001390777
bk:CreditSupportedMemberbk:OtherAssetsAndLiabilitiesNetMemberus-gaap:VariableInterestEntityPrimaryBeneficiaryMember
2011-12-31
0001390777
bk:CreditSupportedMemberbk:OtherAssetsAndLiabilitiesNetMember
2011-12-31
0001390777
bk:CreditSupportedMemberus-gaap:AvailableforsaleSecuritiesMemberus-gaap:VariableInterestEntityPrimaryBeneficiaryMember
2011-12-31
0001390777
bk:CreditSupportedMemberus-gaap:AvailableforsaleSecuritiesMember
2011-12-31
0001390777
bk:CreditSupportedMember
2011-12-31
0001390777
bk:NoncontrollingInterestInConsolidatedEntityMember
2011-12-31
0001390777
bk:TemporaryEquityRedeemableNoncontrollingInterestsMember
2011-12-31
0001390777
us-gaap:AdditionalPaidInCapitalMember
2011-12-31
0001390777
us-gaap:RetainedEarningsMember
2011-12-31
0001390777
us-gaap:TreasuryStockMember
2011-12-31
0001390777
us-gaap:CommonStockMember
2011-12-31
0001390777
us-gaap:AccumulatedOtherComprehensiveIncomeMember
2011-12-31
0001390777
bk:LoansIndividuallyLessThanOneMillionMember
2011-12-31
0001390777
bk:LoansIndividuallyLessThanOneMillionMemberus-gaap:MaximumMember
2011-12-31
0001390777
bk:WealthManagementLoansAndMortgagesPortfolioSegmentMemberbk:DomesticMember
2011-12-31
0001390777
bk:WealthManagementLoansAndMortgagesPortfolioSegmentMember
2011-12-31
0001390777
bk:WealthManagementMortgagesPortfolioSegmentMember
2011-12-31
0001390777
bk:NoninvestmentGradeMemberbk:WealthManagementLoansPortfolioSegmentMember
2011-12-31
0001390777
bk:InvestmentGradeMemberbk:WealthManagementLoansPortfolioSegmentMember
2011-12-31
0001390777
bk:ForeignMember
2011-12-31
0001390777
bk:NoninvestmentGradeMemberbk:FinancialInstitutionsPortfolioMember
2011-12-31
0001390777
bk:InvestmentGradeMemberbk:FinancialInstitutionsPortfolioMember
2011-12-31
0001390777
bk:FinancialInstitutionsPortfolioMemberbk:ForeignMember
2011-12-31
0001390777
bk:FinancialInstitutionsPortfolioMemberbk:DomesticMember
2011-12-31
0001390777
bk:FinancialInstitutionsPortfolioMember
2011-12-31
0001390777
bk:MarginLoanMemberbk:DomesticMember
2011-12-31
0001390777
bk:MarginLoanMemberbk:DomesticMemberus-gaap:MinimumMember
2011-12-31
0001390777
bk:OtherLoansMemberbk:ForeignMember
2011-12-31
0001390777
bk:OtherLoansMemberbk:DomesticMember
2011-12-31
0001390777
us-gaap:BankOverdraftsMemberbk:DomesticMember
2011-12-31
0001390777
us-gaap:BankOverdraftsMember
2011-12-31
0001390777
us-gaap:FinanceLeasesPortfolioSegmentMemberbk:ForeignMember
2011-12-31
0001390777
us-gaap:FinanceLeasesPortfolioSegmentMemberbk:DomesticMember
2011-12-31
0001390777
us-gaap:FinanceLeasesPortfolioSegmentMember
2011-12-31
0001390777
us-gaap:ResidentialPortfolioSegmentMemberbk:DomesticMember
2011-12-31
0001390777
us-gaap:ResidentialPortfolioSegmentMember
2011-12-31
0001390777
bk:NoninvestmentGradeMemberus-gaap:CommercialPortfolioSegmentMember
2011-12-31
0001390777
bk:InvestmentGradeMemberus-gaap:CommercialPortfolioSegmentMember
2011-12-31
0001390777
us-gaap:CommercialPortfolioSegmentMemberbk:ForeignMember
2011-12-31
0001390777
us-gaap:CommercialPortfolioSegmentMemberbk:DomesticMember
2011-12-31
0001390777
us-gaap:CommercialPortfolioSegmentMember
2011-12-31
0001390777
bk:NoninvestmentGradeMemberus-gaap:CommercialRealEstatePortfolioSegmentMember
2011-12-31
0001390777
bk:InvestmentGradeMemberus-gaap:CommercialRealEstatePortfolioSegmentMember
2011-12-31
0001390777
us-gaap:CommercialRealEstatePortfolioSegmentMemberbk:DomesticMember
2011-12-31
0001390777
us-gaap:CommercialRealEstatePortfolioSegmentMember
2011-12-31
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:NondesignatedMember
2011-12-31
0001390777
us-gaap:EquityContractMemberus-gaap:NondesignatedMember
2011-12-31
0001390777
us-gaap:InterestRateContractMemberus-gaap:NondesignatedMember
2011-12-31
0001390777
us-gaap:CreditRiskContractMemberus-gaap:NondesignatedMember
2011-12-31
0001390777
us-gaap:NondesignatedMember
2011-12-31
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:DesignatedAsHedgingInstrumentMember
2011-12-31
0001390777
us-gaap:InterestRateContractMemberus-gaap:DesignatedAsHedgingInstrumentMember
2011-12-31
0001390777
us-gaap:DesignatedAsHedgingInstrumentMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GovernmentSponsoredAndGuaranteedEntitiesAndSovereignDebtSecuritiesMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustSubPrimeResidentialMortgageBackedSecuritiesMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMember
2011-12-31
0001390777
us-gaap:HeldtomaturitySecuritiesMemberbk:OtherSecuritiesMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:OtherResidentialMortgageBackedSecuritiesMember
2011-12-31
0001390777
us-gaap:HeldtomaturitySecuritiesMemberbk:OtherResidentialMortgageBackedSecuritiesMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AgencyResidentialMortgageBackedSecuritiesMember
2011-12-31
0001390777
us-gaap:HeldtomaturitySecuritiesMemberbk:AgencyResidentialMortgageBackedSecuritiesMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:OtherAssetBackedSecuritiesMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMember
2011-12-31
0001390777
us-gaap:HeldtomaturitySecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMember
2011-12-31
0001390777
bk:RecentVintageMemberbk:AltAResidentialMortgageBackedAndGrantorTrustSecuritiesMember
2011-12-31
0001390777
bk:RecentVintageMemberus-gaap:ResidentialPrimeFinancingReceivableMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMember
2011-12-31
0001390777
us-gaap:HeldtomaturitySecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CollateralizedLoanObligationsMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:OtherDebtSecuritiesMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USTreasurySecuritiesMember
2011-12-31
0001390777
us-gaap:HeldtomaturitySecuritiesMemberus-gaap:USTreasurySecuritiesMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USStatesAndPoliticalSubdivisionsMember
2011-12-31
0001390777
us-gaap:HeldtomaturitySecuritiesMemberus-gaap:USStatesAndPoliticalSubdivisionsMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:EquitySecuritiesMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMember
2011-12-31
0001390777
us-gaap:HeldtomaturitySecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USGovernmentAgenciesDebtSecuritiesMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CorporateDebtSecuritiesMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:MoneyMarketFundsMember
2011-12-31
0001390777
bk:RecentVintageMemberus-gaap:ResidentialSubprimeFinancingReceivableMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMember
2011-12-31
0001390777
us-gaap:HeldtomaturitySecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMember
2011-12-31
0001390777
bk:InvestmentServicesSegmentMember
2011-12-31
0001390777
bk:InvestmentManagementSegmentMember
2011-12-31
0001390777
bk:OperationsMember
2011-12-31
0001390777
us-gaap:NonperformingFinancingReceivableMemberus-gaap:AssetManagementMember
2011-12-31
0001390777
us-gaap:AssetManagementMember
2011-12-31
0001390777
us-gaap:AllOtherSegmentsMember
2011-12-31
0001390777
us-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsNonrecurringMember
2011-12-31
0001390777
us-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsNonrecurringMember
2011-12-31
0001390777
us-gaap:FairValueMeasurementsNonrecurringMember
2011-12-31
0001390777
bk:OperationsMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AssetManagementMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMemberbk:OtherCountriesMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMembercountry:DEus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMembercountry:NLus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMembercountry:GBus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMembercountry:CAus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustSubPrimeResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustSubPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveToTwentyZeroSevenMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustSubPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSevenToTwentyZeroSixMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:DEus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:NLus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:ITus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:IEus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:GBus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:FRus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:AUus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:LUus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:OtherResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AgencyResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:OtherAssetBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSevenToTwentyZeroSixMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSevenToTwentyZeroSixMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInTwentyZeroSixMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInPreTwentyZeroFiveMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInTwentyZeroFiveMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInTwentyZeroSevenMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CollateralizedLoanObligationsMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMemberbk:OtherCountriesMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMembercountry:DEus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMembercountry:NLus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMembercountry:GBus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMembercountry:FRus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:OtherDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USTreasurySecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USStatesAndPoliticalSubdivisionsMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:EquitySecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USGovernmentAgenciesDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CorporateDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:MoneyMarketFundsMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:OriginationInPreTwentyZeroFiveMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:OriginationInTwentyZeroFiveMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:OriginationInTwentyZeroSevenMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
bk:OperationsMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AssetManagementMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustSubPrimeResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:OtherResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AgencyResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:OtherAssetBackedSecuritiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CollateralizedLoanObligationsMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:OtherDebtSecuritiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:ForeignExchangeContractMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:ForeignExchangeContractMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USStatesAndPoliticalSubdivisionsMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:EquitySecuritiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:InterestRateContractMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:InterestRateContractMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USGovernmentAgenciesDebtSecuritiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:OtherContractMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CorporateDebtSecuritiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
bk:OperationsMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AssetManagementMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:ForeignExchangeContractMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:ForeignExchangeContractMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USTreasurySecuritiesMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:EquitySecuritiesMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:InterestRateContractMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:MoneyMarketFundsMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
bk:OperationsMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:OtherDebtSecuritiesMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USStatesAndPoliticalSubdivisionsMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:InterestRateContractMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:InterestRateContractMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
bk:OperationsMemberus-gaap:NettingAndCollateralMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:NettingAndCollateralMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:NettingAndCollateralMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:NettingAndCollateralMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroNineToTwentyTwelveMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSixMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroEightMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSevenMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustSubPrimeResidentialMortgageBackedSecuritiesMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustSubPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveToTwentyZeroSevenMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustSubPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSevenToTwentyZeroSixMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:IEbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSevenToTwentyZeroSixMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSevenToTwentyZeroSixMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInTwentyZeroSixMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInPreTwentyZeroFiveMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInTwentyZeroFiveMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInTwentyZeroSevenMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:OriginationInPreTwentyZeroFiveMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:OriginationInTwentyZeroFiveMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:DEbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:IEbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInPreTwentyZeroFiveMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:OriginationInPreTwentyZeroFiveMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:OriginationInTwentyZeroFiveMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:OriginationInTwentyZeroSevenMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:BBBPlusAndBBBMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:BBBPlusAndBBBMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSevenMemberbk:BBBPlusAndBBBMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMembercountry:DEbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustSubPrimeResidentialMortgageBackedSecuritiesMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustSubPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:DEbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:NLbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:IEbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:GBbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:AUbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:LUbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInPreTwentyZeroFiveMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInTwentyZeroSevenMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMemberbk:OtherCountriesMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:OriginationInPreTwentyZeroFiveMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:OriginationInTwentyZeroFiveMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:OriginationInTwentyZeroSevenMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:APlusAndAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSixMemberbk:APlusAndAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroEightMemberbk:APlusAndAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:APlusAndAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberbk:APlusAndAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSevenMemberbk:APlusAndAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMemberbk:OtherCountriesMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMembercountry:DEbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMembercountry:NLbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMembercountry:GBbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMembercountry:CAbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustSubPrimeResidentialMortgageBackedSecuritiesMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustSubPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:DEbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:NLbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:ITbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:GBbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:FRbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:AUbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInPreTwentyZeroFiveMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInTwentyZeroFiveMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInTwentyZeroSevenMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMemberbk:OtherCountriesMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMembercountry:DEbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMembercountry:NLbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMembercountry:GBbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMembercountry:FRbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:OriginationInPreTwentyZeroFiveMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:OriginationInTwentyZeroFiveMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:AAAAndAAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroNineToTwentyTwelveMemberbk:AAAAndAAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSixMemberbk:AAAAndAAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroEightMemberbk:AAAAndAAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:AAAAndAAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberbk:AAAAndAAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSevenMemberbk:AAAAndAAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:FairValueMeasurementsRecurringMember
2011-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMember
2011-12-31
0001390777
us-gaap:InterestBearingDepositsMember
2011-12-31
0001390777
us-gaap:LongTermDebtMember
2011-12-31
0001390777
us-gaap:DepositsMember
2011-12-31
0001390777
2011-12-31
0001390777
us-gaap:TradingAccountAssetsMemberbk:OtherDebtAndEquitySecuritiesMember
2010-12-31
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:DerivativeFinancialInstrumentsAssetsMember
2010-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:OtherDebtSecuritiesMember
2010-12-31
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USStatesAndPoliticalSubdivisionsMember
2010-12-31
0001390777
us-gaap:TradingLiabilitiesMemberbk:OtherDebtAndEquitySecuritiesMember
2010-12-31
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:DerivativeFinancialInstrumentsLiabilitiesMember
2010-12-31
0001390777
us-gaap:LoansMember
2010-12-31
0001390777
us-gaap:OtherAssetsMember
2010-12-31
0001390777
us-gaap:OtherLiabilitiesMember
2010-12-31
0001390777
bk:WealthManagementLoansAndMortgagesPortfolioSegmentMember
2010-12-31
0001390777
bk:AllOtherMember
2010-12-31
0001390777
bk:ForeignMember
2010-12-31
0001390777
bk:FinancialInstitutionsPortfolioMember
2010-12-31
0001390777
us-gaap:FinanceLeasesPortfolioSegmentMember
2010-12-31
0001390777
us-gaap:ResidentialPortfolioSegmentMember
2010-12-31
0001390777
us-gaap:CommercialPortfolioSegmentMember
2010-12-31
0001390777
us-gaap:CommercialRealEstatePortfolioSegmentMember
2010-12-31
0001390777
bk:InvestmentServicesSegmentMember
2010-12-31
0001390777
bk:InvestmentManagementSegmentMember
2010-12-31
0001390777
us-gaap:AllOtherSegmentsMember
2010-12-31
0001390777
2010-12-31
0001390777
bk:AssetWriteOffsOrOtherMemberbk:GlobalLocationStrategyTwentyZeroNineMember
2008-12-31
0001390777
us-gaap:EmployeeSeveranceMemberbk:GlobalLocationStrategyTwentyZeroNineMember
2008-12-31
0001390777
bk:GlobalLocationStrategyTwentyZeroNineMember
2008-12-31
0001390777
2008-01-18
0001390777
bk:IndefiniteLivedIntangibleAssetsMember
2012-09-30
0001390777
bk:FiniteLivedIntangibleAssetsMember
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberbk:OtherDebtAndEquitySecuritiesMember
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:DerivativeFinancialInstrumentsAssetsMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USStatesAndPoliticalSubdivisionsMember
2012-09-30
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:DerivativeFinancialInstrumentsLiabilitiesMember
2012-09-30
0001390777
us-gaap:OtherAssetsMember
2012-09-30
0001390777
bk:IndefiniteLivedIntangibleAssetsMemberus-gaap:TradeNamesMember
2012-09-30
0001390777
bk:FiniteLivedIntangibleAssetsMemberus-gaap:CustomerContractsMember
2012-09-30
0001390777
bk:IndefiniteLivedIntangibleAssetsMemberus-gaap:CustomerRelationshipsMember
2012-09-30
0001390777
bk:FiniteLivedIntangibleAssetsMemberus-gaap:CustomerRelationshipsMember
2012-09-30
0001390777
bk:FiniteLivedIntangibleAssetsMemberus-gaap:OtherIntangibleAssetsMember
2012-09-30
0001390777
us-gaap:EstimateOfFairValueFairValueDisclosureMember
2012-09-30
0001390777
us-gaap:CarryingReportedAmountFairValueDisclosureMember
2012-09-30
0001390777
us-gaap:SeriesCPreferredStockMember
2012-09-30
0001390777
us-gaap:SeriesAPreferredStockMember
2012-09-30
0001390777
us-gaap:VariableInterestEntityPrimaryBeneficiaryMember
2012-09-30
0001390777
bk:SecuritiesLendingIndemnificationAgreementsMember
2012-09-30
0001390777
us-gaap:StandbyLettersOfCreditMember
2012-09-30
0001390777
us-gaap:CommitmentsToExtendCreditMember
2012-09-30
0001390777
us-gaap:LetterOfCreditMember
2012-09-30
0001390777
country:GB
2012-09-30
0001390777
bk:SecuritizationsMemberus-gaap:VariableInterestEntityPrimaryBeneficiaryMember
2012-09-30
0001390777
bk:OtherFundsMember
2012-09-30
0001390777
bk:OtherAssetsAndLiabilitiesNetMemberus-gaap:VariableInterestEntityNotPrimaryBeneficiaryMember
2012-09-30
0001390777
bk:OtherAssetsAndLiabilitiesNetMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMember
2012-09-30
0001390777
us-gaap:PrivateEquityFundsMember
2012-09-30
0001390777
us-gaap:HeldtomaturitySecuritiesMember
2012-09-30
0001390777
us-gaap:AssetManagementMemberus-gaap:VariableInterestEntityPrimaryBeneficiaryMember
2012-09-30
0001390777
us-gaap:HedgeFundsMember
2012-09-30
0001390777
bk:ForeignMember
2012-09-30
0001390777
bk:DomesticMember
2012-09-30
0001390777
us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:FairValueInputsLevel2Member
2012-09-30
0001390777
us-gaap:EstimateOfFairValueFairValueDisclosureMemberus-gaap:FairValueInputsLevel1Member
2012-09-30
0001390777
us-gaap:EquitySecuritiesMember
2012-09-30
0001390777
us-gaap:AssetBackedSecuritiesMember
2012-09-30
0001390777
us-gaap:MortgageBackedSecuritiesMember
2012-09-30
0001390777
us-gaap:ForeignExchangeContractMember
2012-09-30
0001390777
us-gaap:InterestRateContractMember
2012-09-30
0001390777
us-gaap:EmployeeSeveranceMemberbk:OperationalEfficiencyInitiativesTwentyElevenMember
2012-09-30
0001390777
bk:OperationalEfficiencyInitiativesTwentyElevenMember
2012-09-30
0001390777
bk:AssetWriteOffsOrOtherMemberbk:GlobalLocationStrategyTwentyZeroNineMember
2012-09-30
0001390777
us-gaap:EmployeeSeveranceMemberbk:GlobalLocationStrategyTwentyZeroNineMember
2012-09-30
0001390777
bk:GlobalLocationStrategyTwentyZeroNineMember
2012-09-30
0001390777
bk:NoncontrollingInterestInConsolidatedEntityMember
2012-09-30
0001390777
bk:TemporaryEquityRedeemableNoncontrollingInterestsMember
2012-09-30
0001390777
us-gaap:AdditionalPaidInCapitalMember
2012-09-30
0001390777
us-gaap:RetainedEarningsMember
2012-09-30
0001390777
us-gaap:TreasuryStockMember
2012-09-30
0001390777
us-gaap:CommonStockMember
2012-09-30
0001390777
us-gaap:AccumulatedOtherComprehensiveIncomeMember
2012-09-30
0001390777
us-gaap:PreferredStockMember
2012-09-30
0001390777
bk:LoansIndividuallyLessThanOneMillionMember
2012-09-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:NetInvestmentHedgingMember
2012-09-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:CashFlowHedgingMember
2012-09-30
0001390777
bk:LoansIndividuallyLessThanOneMillionMemberus-gaap:MaximumMember
2012-09-30
0001390777
us-gaap:MaximumMember
2012-09-30
0001390777
bk:FairValueHedgeMemberus-gaap:ForeignExchangeContractMemberus-gaap:CashFlowHedgingMember
2012-09-30
0001390777
bk:WealthManagementLoansAndMortgagesPortfolioSegmentMemberbk:DomesticMember
2012-09-30
0001390777
bk:WealthManagementLoansAndMortgagesPortfolioSegmentMember
2012-09-30
0001390777
bk:WealthManagementMortgagesPortfolioSegmentMember
2012-09-30
0001390777
bk:NoninvestmentGradeMemberbk:WealthManagementLoansPortfolioSegmentMember
2012-09-30
0001390777
bk:InvestmentGradeMemberbk:WealthManagementLoansPortfolioSegmentMember
2012-09-30
0001390777
bk:AllOtherMember
2012-09-30
0001390777
bk:ForeignMember
2012-09-30
0001390777
bk:NoninvestmentGradeMemberbk:FinancialInstitutionsPortfolioMember
2012-09-30
0001390777
bk:InvestmentGradeMemberbk:FinancialInstitutionsPortfolioMember
2012-09-30
0001390777
bk:FinancialInstitutionsPortfolioMemberbk:ForeignMember
2012-09-30
0001390777
bk:FinancialInstitutionsPortfolioMemberbk:DomesticMember
2012-09-30
0001390777
bk:FinancialInstitutionsPortfolioMember
2012-09-30
0001390777
bk:MarginLoanMemberbk:DomesticMember
2012-09-30
0001390777
bk:MarginLoanMemberbk:DomesticMemberus-gaap:MinimumMember
2012-09-30
0001390777
bk:OtherLoansMemberbk:ForeignMember
2012-09-30
0001390777
bk:OtherLoansMemberbk:DomesticMember
2012-09-30
0001390777
us-gaap:BankOverdraftsMemberbk:DomesticMember
2012-09-30
0001390777
us-gaap:BankOverdraftsMember
2012-09-30
0001390777
us-gaap:FinanceLeasesPortfolioSegmentMemberbk:ForeignMember
2012-09-30
0001390777
us-gaap:FinanceLeasesPortfolioSegmentMemberbk:DomesticMember
2012-09-30
0001390777
us-gaap:FinanceLeasesPortfolioSegmentMember
2012-09-30
0001390777
us-gaap:ResidentialPortfolioSegmentMemberbk:DomesticMember
2012-09-30
0001390777
us-gaap:ResidentialPortfolioSegmentMember
2012-09-30
0001390777
bk:NoninvestmentGradeMemberus-gaap:CommercialPortfolioSegmentMember
2012-09-30
0001390777
bk:InvestmentGradeMemberus-gaap:CommercialPortfolioSegmentMember
2012-09-30
0001390777
us-gaap:CommercialPortfolioSegmentMemberbk:ForeignMember
2012-09-30
0001390777
us-gaap:CommercialPortfolioSegmentMemberbk:DomesticMember
2012-09-30
0001390777
us-gaap:CommercialPortfolioSegmentMember
2012-09-30
0001390777
bk:NoninvestmentGradeMemberus-gaap:CommercialRealEstatePortfolioSegmentMember
2012-09-30
0001390777
bk:InvestmentGradeMemberus-gaap:CommercialRealEstatePortfolioSegmentMember
2012-09-30
0001390777
us-gaap:CommercialRealEstatePortfolioSegmentMemberbk:ForeignMember
2012-09-30
0001390777
us-gaap:CommercialRealEstatePortfolioSegmentMemberbk:DomesticMember
2012-09-30
0001390777
us-gaap:CommercialRealEstatePortfolioSegmentMember
2012-09-30
0001390777
bk:ServicesAndOtherIndustryMemberus-gaap:CommercialPortfolioSegmentMember
2012-09-30
0001390777
bk:MediaAndTelecomIndustryMemberus-gaap:CommercialPortfolioSegmentMember
2012-09-30
0001390777
bk:OtherIndustryMemberbk:FinancialInstitutionsPortfolioMember
2012-09-30
0001390777
bk:AssetManagementIndustryMemberbk:FinancialInstitutionsPortfolioMember
2012-09-30
0001390777
bk:BanksIndustryMemberbk:FinancialInstitutionsPortfolioMember
2012-09-30
0001390777
bk:InsuranceIndustryMemberbk:FinancialInstitutionsPortfolioMember
2012-09-30
0001390777
bk:SecuritiesIndustryMemberbk:FinancialInstitutionsPortfolioMember
2012-09-30
0001390777
bk:ManufacturingMemberus-gaap:CommercialPortfolioSegmentMember
2012-09-30
0001390777
bk:UtilitiesAndEnergyMemberus-gaap:CommercialPortfolioSegmentMember
2012-09-30
0001390777
us-gaap:GovernmentMemberbk:FinancialInstitutionsPortfolioMember
2012-09-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:NondesignatedMember
2012-09-30
0001390777
us-gaap:EquityContractMemberus-gaap:NondesignatedMember
2012-09-30
0001390777
us-gaap:InterestRateContractMemberus-gaap:NondesignatedMember
2012-09-30
0001390777
us-gaap:CreditRiskContractMemberus-gaap:NondesignatedMember
2012-09-30
0001390777
us-gaap:NondesignatedMember
2012-09-30
0001390777
us-gaap:ForeignExchangeContractMemberus-gaap:DesignatedAsHedgingInstrumentMember
2012-09-30
0001390777
us-gaap:InterestRateContractMemberus-gaap:DesignatedAsHedgingInstrumentMember
2012-09-30
0001390777
us-gaap:DesignatedAsHedgingInstrumentMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GovernmentSponsoredAndGuaranteedEntitiesAndSovereignDebtSecuritiesMember
2012-09-30
0001390777
us-gaap:EquitySecuritiesMemberbk:MortgageAssetBackedAndEquitySecuritiesMember
2012-09-30
0001390777
us-gaap:AssetBackedSecuritiesMemberbk:MortgageAssetBackedAndEquitySecuritiesMember
2012-09-30
0001390777
us-gaap:MortgageBackedSecuritiesMemberbk:MortgageAssetBackedAndEquitySecuritiesMember
2012-09-30
0001390777
bk:MortgageAssetBackedAndEquitySecuritiesMember
2012-09-30
0001390777
bk:OtherBondsNotesAndDebenturesMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustSubPrimeResidentialMortgageBackedSecuritiesMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMember
2012-09-30
0001390777
us-gaap:HeldtomaturitySecuritiesMemberbk:OtherSecuritiesMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:OtherResidentialMortgageBackedSecuritiesMember
2012-09-30
0001390777
us-gaap:HeldtomaturitySecuritiesMemberbk:OtherResidentialMortgageBackedSecuritiesMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AgencyResidentialMortgageBackedSecuritiesMember
2012-09-30
0001390777
us-gaap:HeldtomaturitySecuritiesMemberbk:AgencyResidentialMortgageBackedSecuritiesMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:OtherAssetBackedSecuritiesMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMember
2012-09-30
0001390777
us-gaap:HeldtomaturitySecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMember
2012-09-30
0001390777
bk:RecentVintageMemberbk:AltAResidentialMortgageBackedAndGrantorTrustSecuritiesMember
2012-09-30
0001390777
bk:RecentVintageMemberus-gaap:ResidentialPrimeFinancingReceivableMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMember
2012-09-30
0001390777
us-gaap:HeldtomaturitySecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CollateralizedLoanObligationsMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:OtherDebtSecuritiesMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USTreasurySecuritiesMember
2012-09-30
0001390777
us-gaap:HeldtomaturitySecuritiesMemberus-gaap:USTreasurySecuritiesMember
2012-09-30
0001390777
us-gaap:USTreasurySecuritiesMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USStatesAndPoliticalSubdivisionsMember
2012-09-30
0001390777
us-gaap:HeldtomaturitySecuritiesMemberus-gaap:USStatesAndPoliticalSubdivisionsMember
2012-09-30
0001390777
us-gaap:USStatesAndPoliticalSubdivisionsMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:EquitySecuritiesMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMember
2012-09-30
0001390777
us-gaap:HeldtomaturitySecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USGovernmentAgenciesDebtSecuritiesMember
2012-09-30
0001390777
us-gaap:USGovernmentAgenciesDebtSecuritiesMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CorporateDebtSecuritiesMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:MoneyMarketFundsMember
2012-09-30
0001390777
bk:RecentVintageMemberus-gaap:ResidentialSubprimeFinancingReceivableMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMember
2012-09-30
0001390777
us-gaap:HeldtomaturitySecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMember
2012-09-30
0001390777
bk:InvestmentServicesSegmentMember
2012-09-30
0001390777
bk:InvestmentManagementSegmentMember
2012-09-30
0001390777
bk:OperationsMember
2012-09-30
0001390777
us-gaap:NonperformingFinancingReceivableMemberus-gaap:AssetManagementMember
2012-09-30
0001390777
us-gaap:AssetManagementMember
2012-09-30
0001390777
us-gaap:AllOtherSegmentsMember
2012-09-30
0001390777
us-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsNonrecurringMember
2012-09-30
0001390777
us-gaap:LoansReceivableMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsNonrecurringMemberus-gaap:IncomeApproachValuationTechniqueMember
2012-09-30
0001390777
us-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsNonrecurringMember
2012-09-30
0001390777
us-gaap:FairValueMeasurementsNonrecurringMember
2012-09-30
0001390777
bk:OperationsMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AssetManagementMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMemberbk:OtherCountriesMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMembercountry:DEus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMembercountry:NLus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMembercountry:GBus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMembercountry:CAus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustSubPrimeResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustSubPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveToTwentyZeroSevenMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustSubPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSevenToTwentyZeroSixMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:DEus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:NLus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:ESus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:ITus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:IEus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:GBus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:FRus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:AUus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:OtherResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AgencyResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:OtherAssetBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSevenToTwentyZeroSixMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSevenToTwentyZeroSixMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInTwentyZeroSixMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInPreTwentyZeroFiveMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInTwentyZeroFiveMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInTwentyZeroSevenMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CollateralizedLoanObligationsMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMemberbk:OtherCountriesMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMembercountry:DEus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMembercountry:NLus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMembercountry:GBus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMembercountry:FRus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:OtherDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USTreasurySecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USStatesAndPoliticalSubdivisionsMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:EquitySecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USGovernmentAgenciesDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CorporateDebtSecuritiesMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:MoneyMarketFundsMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:OriginationInPreTwentyZeroFiveMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:OriginationInTwentyZeroFiveMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:OriginationInTwentyZeroSevenMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
bk:OperationsMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AssetManagementMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustSubPrimeResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:OtherResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AgencyResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:OtherAssetBackedSecuritiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CollateralizedLoanObligationsMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:OtherDebtSecuritiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:ForeignExchangeContractMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:ForeignExchangeContractMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USStatesAndPoliticalSubdivisionsMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:InterestRateContractMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:InterestRateContractMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USGovernmentAgenciesDebtSecuritiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CorporateDebtSecuritiesMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberus-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:FairValueInputsLevel2Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
bk:OperationsMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AssetManagementMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:ForeignExchangeContractMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:ForeignExchangeContractMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USTreasurySecuritiesMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:EquitySecuritiesMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:InterestRateContractMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:MoneyMarketFundsMemberus-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:FairValueInputsLevel1Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
bk:OperationsMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:ForeignExchangeContractMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USStatesAndPoliticalSubdivisionsMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:EquityContractMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:InterestRateContractMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:InterestRateContractMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberbk:LongTermForeignExchangeOptionsMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMemberbk:OptionPricingModelApproachValuationTechniqueMember
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberbk:StructuredForeignExchangeSwaptionsMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMemberbk:OptionPricingModelApproachValuationTechniqueMember
2012-09-30
0001390777
us-gaap:TradingLiabilitiesMemberbk:StructuredForeignExchangeSwaptionsMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMemberbk:OptionPricingModelApproachValuationTechniqueMember
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberbk:StructuredDebtMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMemberbk:OptionPricingModelApproachValuationTechniqueMember
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:StockOptionMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMemberbk:OptionPricingModelApproachValuationTechniqueMember
2012-09-30
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:StockOptionMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMemberbk:OptionPricingModelApproachValuationTechniqueMember
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberbk:DistressedDebtMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:IncomeApproachValuationTechniqueMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USStatesAndPoliticalSubdivisionsMemberus-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMemberus-gaap:IncomeApproachValuationTechniqueMember
2012-09-30
0001390777
us-gaap:FairValueInputsLevel3Memberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
bk:OperationsMemberus-gaap:NettingAndCollateralMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:NettingAndCollateralMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:NettingAndCollateralMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:NettingAndCollateralMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroNineToTwentyTwelveMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSixMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroEightMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSevenMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustSubPrimeResidentialMortgageBackedSecuritiesMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustSubPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveToTwentyZeroSevenMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustSubPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSevenToTwentyZeroSixMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:DEbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:IEbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSevenToTwentyZeroSixMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSevenToTwentyZeroSixMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInTwentyZeroSixMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInPreTwentyZeroFiveMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInTwentyZeroFiveMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInTwentyZeroSevenMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:OriginationInPreTwentyZeroFiveMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:OriginationInTwentyZeroFiveMemberbk:BBPlusAndLowerCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustSubPrimeResidentialMortgageBackedSecuritiesMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustSubPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:IEbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:GBbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInPreTwentyZeroFiveMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInTwentyZeroSevenMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:OriginationInPreTwentyZeroFiveMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:OriginationInTwentyZeroFiveMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:OriginationInTwentyZeroSevenMemberbk:BBBPlusAndBBBMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:BBBPlusAndBBBMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberbk:BBBPlusAndBBBMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSevenMemberbk:BBBPlusAndBBBMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMembercountry:DEbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:DEbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:ESbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:ITbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:GBbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:AUbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInPreTwentyZeroFiveMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInTwentyZeroSevenMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMemberbk:OtherCountriesMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:OriginationInPreTwentyZeroFiveMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:OriginationInTwentyZeroFiveMemberbk:APlusAndAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:APlusAndAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroNineToTwentyTwelveMemberbk:APlusAndAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSixMemberbk:APlusAndAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroEightMemberbk:APlusAndAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:APlusAndAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberbk:APlusAndAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSevenMemberbk:APlusAndAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMemberbk:OtherCountriesMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMembercountry:DEbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMembercountry:NLbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMembercountry:GBbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:ForeignCoveredBondsMembercountry:CAbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustSubPrimeResidentialMortgageBackedSecuritiesMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustSubPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustPrimeResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:NLbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:IEbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:GBbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:FRbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:EuropeanFloatingRateNotesMembercountry:AUbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:GrantorTrustAltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberbk:AltAResidentialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInPreTwentyZeroFiveMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialPrimeFinancingReceivableMemberbk:OriginationInTwentyZeroFiveMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMemberbk:OtherCountriesMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMembercountry:DEbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMembercountry:NLbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMembercountry:GBbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:SovereignDebtMembercountry:FRbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:OriginationInPreTwentyZeroFiveMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:ResidentialSubprimeFinancingReceivableMemberbk:OriginationInTwentyZeroFiveMemberbk:AAAAndAAMinusCreditRatingMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:AAAAndAAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroNineToTwentyTwelveMemberbk:AAAAndAAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSixMemberbk:AAAAndAAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroEightMemberbk:AAAAndAAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInPreTwentyZeroFiveMemberbk:AAAAndAAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroFiveMemberbk:AAAAndAAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:CommercialMortgageBackedSecuritiesMemberbk:OriginationInTwentyZeroSevenMemberbk:AAAAndAAMinusCreditRatingMemberbk:DomesticMemberus-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
us-gaap:FairValueMeasurementsRecurringMember
2012-09-30
0001390777
bk:MoodysBa1AndStandardPoorsBBPlusRatingMember
2012-09-30
0001390777
bk:MoodysBaa2AndStandardPoorsBBBRatingMember
2012-09-30
0001390777
bk:MoodysA3AndStandardPoorsAMinusRatingMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:InterestRateSwapMember
2012-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMember
2012-09-30
0001390777
us-gaap:InterestBearingDepositsMember
2012-09-30
0001390777
us-gaap:LongTermDebtMemberus-gaap:InterestRateSwapMember
2012-09-30
0001390777
us-gaap:LongTermDebtMember
2012-09-30
0001390777
us-gaap:DepositsMemberus-gaap:InterestRateSwapMember
2012-09-30
0001390777
us-gaap:DepositsMember
2012-09-30
0001390777
2012-09-30
0001390777
us-gaap:SeriesCPreferredStockMember
2012-09-19
0001390777
us-gaap:TradingAccountAssetsMemberbk:OtherDebtAndEquitySecuritiesMember
2012-06-30
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:DerivativeFinancialInstrumentsAssetsMember
2012-06-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USStatesAndPoliticalSubdivisionsMember
2012-06-30
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:DerivativeFinancialInstrumentsLiabilitiesMember
2012-06-30
0001390777
us-gaap:OtherAssetsMember
2012-06-30
0001390777
bk:ForeignMember
2012-06-30
0001390777
us-gaap:EmployeeSeveranceMemberbk:OperationalEfficiencyInitiativesTwentyElevenMember
2012-06-30
0001390777
bk:OperationalEfficiencyInitiativesTwentyElevenMember
2012-06-30
0001390777
bk:AssetWriteOffsOrOtherMemberbk:GlobalLocationStrategyTwentyZeroNineMember
2012-06-30
0001390777
us-gaap:EmployeeSeveranceMemberbk:GlobalLocationStrategyTwentyZeroNineMember
2012-06-30
0001390777
bk:GlobalLocationStrategyTwentyZeroNineMember
2012-06-30
0001390777
bk:WealthManagementLoansAndMortgagesPortfolioSegmentMemberbk:DomesticMember
2012-06-30
0001390777
bk:WealthManagementLoansAndMortgagesPortfolioSegmentMember
2012-06-30
0001390777
bk:AllOtherMember
2012-06-30
0001390777
bk:ForeignMember
2012-06-30
0001390777
bk:FinancialInstitutionsPortfolioMemberbk:DomesticMember
2012-06-30
0001390777
bk:FinancialInstitutionsPortfolioMember
2012-06-30
0001390777
bk:MarginLoanMemberbk:DomesticMember
2012-06-30
0001390777
bk:OtherLoansMemberbk:DomesticMember
2012-06-30
0001390777
us-gaap:BankOverdraftsMemberbk:DomesticMember
2012-06-30
0001390777
us-gaap:FinanceLeasesPortfolioSegmentMember
2012-06-30
0001390777
us-gaap:ResidentialPortfolioSegmentMemberbk:DomesticMember
2012-06-30
0001390777
us-gaap:ResidentialPortfolioSegmentMember
2012-06-30
0001390777
us-gaap:CommercialPortfolioSegmentMemberbk:DomesticMember
2012-06-30
0001390777
us-gaap:CommercialPortfolioSegmentMember
2012-06-30
0001390777
us-gaap:CommercialRealEstatePortfolioSegmentMemberbk:DomesticMember
2012-06-30
0001390777
us-gaap:CommercialRealEstatePortfolioSegmentMember
2012-06-30
0001390777
us-gaap:NonperformingFinancingReceivableMemberus-gaap:AssetManagementMember
2012-06-30
0001390777
2012-06-30
0001390777
us-gaap:TradingAccountAssetsMemberbk:OtherDebtAndEquitySecuritiesMember
2011-09-30
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:DerivativeFinancialInstrumentsAssetsMember
2011-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:OtherDebtSecuritiesMember
2011-09-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USStatesAndPoliticalSubdivisionsMember
2011-09-30
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:DerivativeFinancialInstrumentsLiabilitiesMember
2011-09-30
0001390777
us-gaap:LoansMember
2011-09-30
0001390777
us-gaap:OtherAssetsMember
2011-09-30
0001390777
bk:OtherChargesMemberbk:OperationalEfficiencyInitiativesTwentyElevenMember
2011-09-30
0001390777
us-gaap:EmployeeSeveranceMemberbk:OperationalEfficiencyInitiativesTwentyElevenMember
2011-09-30
0001390777
bk:OperationalEfficiencyInitiativesTwentyElevenMember
2011-09-30
0001390777
bk:WealthManagementLoansAndMortgagesPortfolioSegmentMember
2011-09-30
0001390777
bk:AllOtherMember
2011-09-30
0001390777
bk:ForeignMember
2011-09-30
0001390777
bk:FinancialInstitutionsPortfolioMember
2011-09-30
0001390777
bk:MarginLoanMemberbk:DomesticMember
2011-09-30
0001390777
bk:OtherLoansMemberbk:DomesticMember
2011-09-30
0001390777
us-gaap:BankOverdraftsMemberbk:DomesticMember
2011-09-30
0001390777
us-gaap:FinanceLeasesPortfolioSegmentMember
2011-09-30
0001390777
us-gaap:ResidentialPortfolioSegmentMember
2011-09-30
0001390777
us-gaap:CommercialPortfolioSegmentMember
2011-09-30
0001390777
us-gaap:CommercialRealEstatePortfolioSegmentMember
2011-09-30
0001390777
bk:InvestmentServicesSegmentMember
2011-09-30
0001390777
bk:InvestmentManagementSegmentMember
2011-09-30
0001390777
us-gaap:AllOtherSegmentsMember
2011-09-30
0001390777
2011-09-30
0001390777
bk:OklahomaClassActionLawsuitMember
2012-07-05
0001390777
us-gaap:TradingAccountAssetsMemberbk:OtherDebtAndEquitySecuritiesMember
2011-06-30
0001390777
us-gaap:TradingAccountAssetsMemberus-gaap:DerivativeFinancialInstrumentsAssetsMember
2011-06-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:OtherDebtSecuritiesMember
2011-06-30
0001390777
us-gaap:AvailableforsaleSecuritiesMemberus-gaap:USStatesAndPoliticalSubdivisionsMember
2011-06-30
0001390777
us-gaap:TradingLiabilitiesMemberus-gaap:DerivativeFinancialInstrumentsLiabilitiesMember
2011-06-30
0001390777
us-gaap:LoansMember
2011-06-30
0001390777
us-gaap:OtherAssetsMember
2011-06-30
0001390777
bk:WealthManagementLoansAndMortgagesPortfolioSegmentMember
2011-06-30
0001390777
bk:ForeignMember
2011-06-30
0001390777
bk:FinancialInstitutionsPortfolioMember
2011-06-30
0001390777
us-gaap:FinanceLeasesPortfolioSegmentMember
2011-06-30
0001390777
us-gaap:ResidentialPortfolioSegmentMember
2011-06-30
0001390777
us-gaap:CommercialPortfolioSegmentMember
2011-06-30
0001390777
us-gaap:CommercialRealEstatePortfolioSegmentMember
2011-06-30
0001390777
bk:TalonAssetManagementMember
2011-06-30
0001390777
2011-06-30
0001390777
bk:WealthManagementLoansAndMortgagesPortfolioSegmentMember
2012-03-31
0001390777
bk:ForeignMember
2012-03-31
0001390777
bk:FinancialInstitutionsPortfolioMember
2012-03-31
0001390777
us-gaap:FinanceLeasesPortfolioSegmentMember
2012-03-31
0001390777
us-gaap:ResidentialPortfolioSegmentMember
2012-03-31
0001390777
us-gaap:CommercialPortfolioSegmentMember
2012-03-31
0001390777
us-gaap:CommercialRealEstatePortfolioSegmentMember
2012-03-31
0001390777
2012-03-31
0001390777
bk:PensonFinancialServicesAustraliaPtyLtdMember
2011-11-30
iso4217:USD
shares
pure
bk:Contract
iso4217:USD
shares
bk:Entity
bk:LegalMatter
bk:Segment
bk:Person
Previously included in the Grantor Trust. The Grantor Trust was dissolved in the first quarter of 2011.
Includes $13.1 billion, at fair value, of government-sponsored and guaranteed entities, and sovereign debt.
Yields are based upon the amortized cost of securities.
Includes money market funds.
Hedge funds include multi-strategy funds that utilize a variety of investment strategies and equity long-short hedge funds that include various funds that invest over both long-term investment and short-term investment horizons.
Private equity funds primarily include numerous venture capital funds that invest in various sectors of the economy. Private equity funds do not have redemption rights. Distributions from such funds will be received as the underlying investments in the funds are liquidated.
Other funds include various market neutral, leveraged loans, real estate and structured credit funds.
Intangible assets not subject to amortization have an indefinite life.
When the discounted cash flows, collateral value or market price equals or exceeds the carrying value of the loan, then the loan does not require an allowance under the accounting standard related to impaired loans.
The allowance for impaired loans is included in the allowance for loan losses.
Includes the reclassification of intangible assets associated with the Shareowner Services business from Investment Services to the Other segment.
Includes $2,750 million of domestic overdrafts, $13,462 million of margin loans and $599 million of other loans at June 30, 2012.
Includes the reclassification of goodwill associated with the Shareowner Services business from Investment Services to the Other segment.
Other changes in goodwill include purchase price adjustments and certain other reclassifications.
Other changes in intangible assets include purchase price adjustments and certain other reclassifications.
ASC 815 permits the netting of derivative receivables and derivative payables under legally enforceable master netting agreements and permits the netting of cash collateral. Netting cannot be disaggregated by product.
Includes certain interests in securitizations.
Previously included in the Grantor Trust.
Includes loans classified as trading assets and certain interests in securitizations.
The Level 1, 2 and 3 fair values of derivative assets and derivative liabilities are presented on a gross basis.
Includes private equity investments, seed capital, a brokerage account, and derivatives in designated hedging relationships.
Includes the fair value adjustment for certain unfunded lending-related commitments and derivatives in designated hedging relationships and support agreements.
Derivative assets are reported on a gross basis.
Realized gains (losses) are reported in securities gains (losses). Unrealized gains (losses) are reported in accumulated other comprehensive income (loss) except for the credit portion of OTTI losses which are recorded in securities gains (losses).
Reported in foreign exchange and other trading revenue.
Reported in investment and other income.
Derivative liabilities are reported on a gross basis.
Includes other assets received in satisfaction of debt and loans held for sale. Loans held for sale are carried on the balance sheet at the lower of cost or market value.
The change in fair value of the long-term debt is approximately offset by an economic hedge included in trading.
The fair value of asset derivatives and liability derivatives designated as hedging instruments is recorded as other assets and other liabilities, respectively, on the balance sheet.
The fair value of asset derivatives and liability derivatives not designated as hedging instruments is recorded as trading assets and trading liabilities, respectively, on the balance sheet.
Fair values are on a gross basis, before consideration of master netting agreements, as required by ASC 815.
Includes ineffectiveness recorded on foreign exchange hedges.
The change between rating categories is incremental, not cumulative.
Income before taxes divided by total revenue.
Basic and diluted earnings per share under the two-class method are determined on the net income applicable to the common shareholders of The Bank of New York Mellon Corporation reported on the income statement less earnings allocated to participating securities, and the change in the excess of redeemable value over the fair value of noncontrolling interests.
Represents stock options, restricted stock, restricted stock units and participating securities outstanding but not included in the computation of diluted average common shares because their effect would be anti-dilutive.
Includes total The Bank of New York Mellon Corporation common shareholders' equity of $33,417 million at Dec. 31, 2011 and $35,182 million at Sept. 30, 2012.
Includes $9.8 billion, at fair value, of government-sponsored and guaranteed entities, and sovereign debt.
Net of unearned income on domestic and foreign lease financings of $1,198 million at Sept. 30, 2012 and $1,343 million at Dec. 31, 2011.
Includes $2,070 million of domestic overdrafts, $13,036 million of margin loans and $685 million of other loans at Sept. 30, 2012.
Loans of consolidated investment management funds are not part of BNY Mellon's loan portfolio. Included in these loans are nonperforming loans of $153 million at Sept. 30, 2012, $155 million at June 30, 2012 and $101 million at Dec. 31, 2011. These loans are recorded at fair value and therefore do not impact the provision for credit losses and allowance for loan losses, and accordingly are excluded from the nonperforming assets table above.
Includes Federal Reserve Bank stock of $435 million and $429 million, respectively, at cost.
During the quarters ended Sept. 30, 2012 and Dec. 31, 2011, the fair value of these loans was increased by $2 million and decreased $32 million, respectively, based on the fair value of the underlying collateral as allowed by ASC 310, Accounting by Creditors for Impairment of a Loan, with an offset to the allowance for credit losses.
Net of participations totaling $917 million at Sept. 30, 2012 and $1.2 billion at Dec. 31, 2011.
Total fee and other revenue includes income from consolidated investment management funds of $47 million, net of noncontrolling interests of $25 million, for a net impact of $22 million. Income before taxes includes noncontrolling interests of $25 million.
Total fee and other revenue includes income from consolidated investment management funds of $57 million, net of noncontrolling interests of $29 million, for a net impact of $28 million. Income before taxes includes noncontrolling interests of $29 million.
Total fee and other revenue includes income from consolidated investment management funds of $32 million, net of noncontrolling interests of $13 million, for a net impact of $19 million. Income before taxes includes noncontrolling interests of $13 million.
Total fee and other revenue includes income from consolidated investment management funds of $147 million, net of noncontrolling interests of $65 million, for a net impact of $82 million. Income before taxes includes noncontrolling interests of $65 million.
Total fee and other revenue includes income from consolidated investment management funds of $205 million, net of noncontrolling interests of $78 million, for a net impact of $127 million. Income before taxes includes noncontrolling interests of $78 million.
Other comprehensive income (loss) attributable to The Bank of New York Mellon Corporation shareholders was $809 million for the quarter ended Sept. 30, 2012, $(51) million for the quarter ended June 30, 2012, $(253) million for the quarter ended Sept. 30, 2011, $1,156 million for the nine months ended Sept. 30, 2012 and $351 million for the nine months ended Sept. 30, 2011.
Includes $4,721 million of domestic overdrafts, $10,327 million of margin loans and $573 million of other loans at Sept. 30, 2011.
Excludes an aggregate of $2 million of impaired loans in amounts individually less than $1 million at Sept. 30, 2012 and Dec. 31, 2011. The allowance for loan loss associated with these loans totaled less than $1 million at both Sept. 30, 2012 and Dec. 31, 2011.
At Sept. 30, 2012 and Dec. 31, 2011, foreign covered bonds were included in Level 1 and Level 2 in the valuation hierarchy. All other assets in the table are Level 2 assets in the valuation hierarchy.
Master netting agreements are reported net of cash collateral received and paid of $1,293 million and $318 million, respectively, at Sept. 30, 2012, and $1,269 million and $231 million, respectively at Dec. 31, 2011.
Credit derivatives are used as economic hedges of loans.
Net of participations totaling $465 million at Sept. 30, 2012 and $326 million at Dec. 31, 2011.
The option pricing model uses market inputs such as foreign currency exchange rates, interest rates and volatility to calculate the fair value of the option.
The carrying value is recorded net of issuance costs.