Investor Presentaiton

Balance Sheet Balance Sheet Mix ($bn) $993 +14% Sources of Funding $1,132 3% 7% Other Assets 4% 10% Investments 6% Funding 19%2 Secured Shareholders' Equity 12% Loans 11% ~90% Of balance sheet 36% Trading Assets. 36% comprised of liquid assets 1 ~$760bn As of 3Q20 Unsecured Long-Term Debt 28% Customer & Other 10% 8% Receivables Deposits 35% Collateralized 20% 22% Agreements Unsecured Short-Term Debt 6% Cash and Cash 13% Equivalents 4Q19 14% 3Q20 $139bn of balance sheet growth vs. 4Q19, reflecting higher GCLA from deposit inflows, in addition to increased client demand and activity Highly diverse funding sources ■ Increased contribution from deposit funding ■ Term: Secured funding WAM of > 120 days, Time Deposits WAM of ~1.3 yrs, and LTD WAM of ~7yrs 10

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