This represents the total assets of certain common and collective investment funds for which the Corporation is trustee. The Corporation does not hold a variable interest except in the stable value investment fund. The funds hold a variety of cash, debt and equity instruments.

This represents the total assets for a certain common and collective investment fund (stable value collective investment fund) for which the Corporation holds a variable interest that was modified to facilitate a planned liquidation of the fund.

This represents the total assets of the Corporation's consolidated investment vehicles.

This represents the total assets of three asset acquisition conduits which acquire assets on behalf of the Corporation or its customers.

Securities issued that have a claim on the Trust's assets only after the claims of holders of senior debt have been satisfied. For an unclassified balance sheet, total of debt securities categorized neither as held-to-maturity nor trading. Such securities are reported at fair value; unrealized gains and losses of such securities are excluded from earnings and included in other comprehensive income, a separate component of shareholders' equity, unless the Available-for-sale Security is designated as a hedge or is determined to have had an other than temporary decline in fair value below its amortized cost basis. All or a portion of the unrealized holding gain or loss of an Available-for-sale Security that is designated as being hedged in a fair value hedge shall be recognized in earnings during the period of the hedge, as should other than temporary declines in fair value below costs basis.

This represents the amount of long-term debt of the consolidated CDO financing facilities, all of which has recourse to the general credit of the Corporation. The CDO financing facilities obtain funding from third parties for CDO positions which are principally classified in trading account assets on the Corporation's balance sheet.

This represents collection on the receivables securitized by the credit card securitizations trust that is reinvested in revolving period securitizations.

This represents the Corporation's net exposure to super senior CDO-related positions, net of purchased insurance but including securities retained from liquidations of CDO's.

This represents the Corporation's investment in unconsolidated real estate vehicles.

This represents the Corporation's investment in unconsolidated investment vehicles.

This represents the Corporation's liquidity commitments to unconsolidated municipal bond trusts.

This represents the Corporation's maximum loss exposure to CDO financing facilities in which the Corporation also has some other form of involvement. This amount is calculated on a gross basis and does not reflect any benefit from purchased insurance.

This represents the Corporation's maximum loss exposure associated with consolidated and unconsolidated investment vehicles.

This represents the Corporation's maximum loss exposure other non-super senior CDO exposures related to CDOs in which the Corporation also has some other form of involvement. This amount is calculated on a gross basis and does not reflect any benefit from purchased insurance.

This represents the Corporation's maximum loss exposure to super senior CDO exposures related to CDOs in which the Corporation also has some other form of involvement. This amount is calculated on a gross basis and does not reflect any benefit from purchased insurance.

This represents the Corporation's net investment in consolidated leveraged lease trusts. The trusts hold long-lived equipment such as rail cars, power generation and distribution equipment, and commercial aircraft.

Fair value of securities connection with agency commercial mortgage securitizations.

Fair value of securities connection with agency first lien residential mortgage securitizations.

This represents the percentage of the purchase price for which the Corporation provided financing to certain independent third parties for pools of securities transferred under asset-backed financing arrangements.

This represents the gains recognized on securitizations initially classified as LHFS and accounted for under fair value option.

This represents the interest rate on subordinate securities issued by certain credit card securitization trusts to the Corporation.

This represents loans repurchased from investors and securitization trusts based upon representations and warranties and corporate guarantees, including those in which monoline guarantors insured some or all of the related bonds.

This represents the maximum loss exposure under asset-backed financing arrangements in which the Corporation transferred pools of securities to certain independent third parties.

Net gains (losses) on Resecuritization.

This represents the new senior debt securities issued to external investors from credit card securitization trusts.

This represents the notional amount of the Corporation's aggregate liquidity exposure to CDOs.

This represents the notional amount of derivative contracts through which the Corporation obtains funding from third party SPE's.

This represents the notional amount of liquidity exposure to non-SPE third parties that hold super senior cash position on the Corporation's behalf.

This represents the notional amount of super senior liquidity exposure to CDO vehicles. These positions referred to as super senior because they represent the most senior positions in the CDO.

Notional principal amount of securities issued by certain credit card securitization trusts that have a claim on the Trust's assets only after the claims of holders of senior debt have been satisfied.

This represents the Corporation's other liquidity commitments, including written put options and collateral value guarantees, with unconsolidated credit-linked and equity-linked note vehicles.

This represents the principal balance outstanding for unconsolidated municipal bond securitization trusts for which the Corporation was transferor.

The balance of repurchases from home equity securitization trusts in order to perform modifications or clean up calls.

Resecuritization of securities.

This represents the reserve for losses on expected future draw obligations on the home equity loan securitizations in or expected to enter rapid amortization.

Securitizations and Other Variable Interest Entities Textuals Abstract.

Securitization of home equity loans where the Corporation transfers home equity loans to the home equity securitization trusts, services the loans in the trusts and retains an interest in senior and subordinate securities and residual interests.

Debt securities classified as trading account assets issued by the securitizations and other variable interest entities that have a senior claim over subordinate securities issued by the securitization trust.

This represents the servicing advances on commercial mortgage loans serviced, including securitizations where the Corporation has continuing involvement. Advance types include principal and interest (P&I), tax and insurance (T&I, also known as escrow advances) and corporate payments which are costs associated with foreclosing on and liquidating mortgage collateral.

This represents the servicing advances on consumer mortgage loans serviced, including securitizations where the Corporation has continuing involvement. Advance types include principal and interest (P&I), tax and insurance (T&I, also known as escrow advances) and corporate payments which are costs associated with foreclosing on and liquidating mortgage collateral.

This represents servicing fee and ancillary fee income of commercial mortgage loans.

This represents servicing fee and ancillary fee income of consumer mortgage loans.

This represents servicing fee income on loans in the home equity loan securitization trusts where the Corporation has MSR's.

Debt securities, classified as trading account assets, issued by the securitizations that have a claim on the securitization trust's assets only after the claims of holders of senior debt have been satisfied.

This represents the amount of trust certificates outstanding for both consolidated and unconsolidated trusts in rapid amortization related to home equity securitization transactions.

This represents the unpaid principal balance collateralized by automobile loans of the asset-backed securitization trusts.

This represents the unpaid principal balance collateralized by other loans of the asset-backed securitization trusts.

This represents the unpaid principal balance collateralized by student loans of the asset-backed securitization trusts.

This represents the outstanding principal balances of asset-backed securitizations the Corporation services, substantially all of which are automobile loans.

This represents the weighted-average remaining life of bonds held in municipal bond trusts.

Obligation reflecting another party's right to economic interests in another entity or trust under a contractual right. For example, an investor may purchase a beneficial interest in a securitization transaction.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 942
-SubTopic 210
-Section S99
-Paragraph 1
-Subparagraph (SX 210.9-03.15)
-URI http://asc.fasb.org/extlink&oid=6876686&loc=d3e534808-122878

Cash Flows between a transferor and a transferee attributable to collections reinvested in revolving period transfers related to either a securitization, asset-backed financing arrangement, or similar transfer in which the transferor has continuing involvement with the transferred financial assets underlying the transaction (including, but not limited to, servicing, recourse, and restrictions on transferor's interests in the transferred financial assets).

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 140
-Paragraph 17
-Subparagraph h
-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name FASB Staff Position (FSP)
-Number FAS140-4/FIN46(R)-8
-Paragraph B11
-Subparagraph a
-Clause 3
-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

Cash Flows between a transferor and a transferee attributable to newly transferred assets related to either a securitization, asset-backed financing arrangement, or similar transfer in which the transferor has continuing involvement with the transferred financial assets underlying the transaction (including, but not limited to, servicing, recourse, and restrictions on transferor's interests in the transferred financial assets).

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 140
-Paragraph 17
-Subparagraph h
-Clause 4
-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name FASB Staff Position (FSP)
-Number FAS140-4/FIN46(R)-8
-Paragraph B11
-Subparagraph a
-Clause 3
-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

Carrying amount as of the balance sheet date of interest earned but not received. Also called accrued interest or accrued interest receivable.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Section 02
-Paragraph 8
-Article 5

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 10
-Section S99
-Paragraph 1
-Subparagraph (SX 210.5-02.8)
-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

Amount of borrowing capacity currently available under the credit facility (current borrowing capacity less the amount of borrowings outstanding).

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Section 02
-Paragraph 19, 22
-Article 5

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 10
-Section S99
-Paragraph 1
-Subparagraph (SX 210.5-02.19(b),22(b))
-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

The reporting entity's maximum amount of exposure to loss as a result of its involvement with the Variable Interest Entity (VIE).

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 810
-SubTopic 10
-Section 50
-Paragraph 4
-Subparagraph b
-URI http://asc.fasb.org/extlink&oid=6970148&loc=d3e5728-111685

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name FASB Staff Position (FSP)
-Number FAS140-4/FIN46(R)
-Paragraph C6
-Subparagraph b
-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

Reference 3: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 810
-SubTopic 10
-Section 50
-Paragraph 6
-Subparagraph (c)
-URI http://asc.fasb.org/extlink&oid=6970148&loc=d3e5747-111685