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pdfFR Y‐14A Schedule A ‐ Summary
Summary Submission Cover Sheet
All BHCs and IHCs are expected to complete a version of the Summary template for each required scenario ‐ BHC Baseline, BHC Stress, Supervisory Baseline, and Supervisory Severely Adverse ‐ and additional scenarios that are
named accordingly.
BHCs, SLHCs, and IHCs should complete all relevant cells in the corresponding worksheets, including this cover page. BHCs, SLHCs, and IHCs should not complete any shaded cells.
Please ensure that the data submitted in this Summary Template match what was submitted in other data templates.
Please do not change the structure of this workbook.
Please note that unlike FR Y‐9C reporting, all actual and projected income statement figures should be reported on a quarterly basis, and not on a cumulative basis
Institution Name:
RSSD ID:
Source:
Submission Date (MM/DD/YYYY):
When Received:
BHC, SLHC, or IHC
Please indicate the scenario associated with this submission using the following drop‐down menu:
Briefly describe the scenario below:
FR Y‐14A Schedule A.1.a ‐ Income Statement
Actual in
$Millions
Item
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
Projected in $Millions
as of date
LOSSES ASSOCIATED WITH LOANS HELD FOR INVESTMENT AT AMORTIZED COST
Real Estate Loans (in Domestic Offices)
First Lien Mortgages
First Lien Mortgages
First Lien HELOAN
Second / Junior Lien Mortgages
Closed‐End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Owner‐Occupied
Non‐Owner‐Occupied
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
First Lien Mortgages
Second / Junior Lien Mortgages
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Owner‐Occupied
Non‐Owner‐Occupied
Loans Secured by Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Business and Corporate Card
Credit Cards
Other Consumer
Auto Loans
Student Loans
Other loans backed by securities (non‐purpose lending)
Other
Other Loans
Loans to Foreign Governments
Agricultural Loans
Loans for purchasing or carrying securities (secured or unsecured)
Loans to Depositories and Other Financial Institutions
All Other Loans and Leases
All Other Loans (exclude consumer loans)
All Other Leases
Total Loans and Leases
CASIP521
CASIP522
CASIP386
CASIP394
CASIP523
CASIP402
CASIP412
CASIP524
CASIP525
CASIP526
CASIP527
CASIP528
CASIP529
CASIP530
CASIP531
CASIP420
CASIP428
CASIP532
CASIP533
CASIP534
CASIP535
CASIP536
CASIP537
CASIP538
CASIP539
CASIP540
CASIP541
CASIP542
CASIP543
CASIP544
CASIP545
CASIP496
CASIP546
CASIP547
CASIP548
CASIP549
CASIP550
CASIP551
CASIP552
CASIP553
CASIP554
CASIP555
CASIP556
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSIP521
CPSIP522
CPSIP386
CPSIP394
CPSIP523
CPSIP402
CPSIP412
CPSIP524
CPSIP525
CPSIP526
CPSIP527
CPSIP528
CPSIP529
CPSIP530
CPSIP531
CPSIP420
CPSIP428
CPSIP532
CPSIP533
CPSIP534
CPSIP535
CPSIP536
CPSIP537
CPSIP538
CPSIP539
CPSIP540
CPSIP541
CPSIP542
CPSIP543
CPSIP544
CPSIP545
CPSIP496
CPSIP546
CPSIP547
CPSIP548
CPSIP549
CPSIP550
CPSIP551
CPSIP552
CPSIP553
CPSIP554
CPSIP555
CPSIP556
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
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FR Y‐14A Schedule A.1.a ‐ Income Statement
Sums in $Millions
Item
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
PQ 2 ‐ PQ 5
LOSSES ASSOCIATED WITH LOANS HELD FOR INVESTMENT AT AMORTIZED COST
Real Estate Loans (in Domestic Offices)
First Lien Mortgages
First Lien Mortgages
First Lien HELOAN
Second / Junior Lien Mortgages
Closed‐End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Owner‐Occupied
Non‐Owner‐Occupied
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
First Lien Mortgages
Second / Junior Lien Mortgages
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Owner‐Occupied
Non‐Owner‐Occupied
Loans Secured by Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Business and Corporate Card
Credit Cards
Other Consumer
Auto Loans
Student Loans
Other loans backed by securities (non‐purpose lending)
Other
Other Loans
Loans to Foreign Governments
Agricultural Loans
Loans for purchasing or carrying securities (secured or unsecured)
Loans to Depositories and Other Financial Institutions
All Other Loans and Leases
All Other Loans (exclude consumer loans)
All Other Leases
Total Loans and Leases
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
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PQ 6 ‐ PQ 9
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9‐Quarter
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FR Y‐14A Schedule A.1.a ‐ Income Statement
Item
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
LOSSES ASSOCIATED WITH LOANS HELD FOR INVESTMENT AT AMORTIZED COST
Real Estate Loans (in Domestic Offices)
First Lien Mortgages
First Lien Mortgages
First Lien HELOAN
Second / Junior Lien Mortgages
Closed‐End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Owner‐Occupied
Non‐Owner‐Occupied
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
First Lien Mortgages
Second / Junior Lien Mortgages
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Owner‐Occupied
Non‐Owner‐Occupied
Loans Secured by Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Business and Corporate Card
Credit Cards
Other Consumer
Auto Loans
Student Loans
Other loans backed by securities (non‐purpose lending)
Other
Other Loans
Loans to Foreign Governments
Agricultural Loans
Loans for purchasing or carrying securities (secured or unsecured)
Loans to Depositories and Other Financial Institutions
All Other Loans and Leases
All Other Loans (exclude consumer loans)
All Other Leases
Total Loans and Leases
FR Y‐14A Schedule A.1.a ‐ Income Statement
Item
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
LOSSES ASSOCIATED WITH LOANS HELD FOR INVESTMENT AT AMORTIZED COST
Real Estate Loans (in Domestic Offices)
First Lien Mortgages
First Lien Mortgages
First Lien HELOAN
Second / Junior Lien Mortgages
Closed‐End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Owner‐Occupied
Non‐Owner‐Occupied
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
First Lien Mortgages
Second / Junior Lien Mortgages
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Owner‐Occupied
Non‐Owner‐Occupied
Loans Secured by Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Business and Corporate Card
Credit Cards
Other Consumer
Auto Loans
Student Loans
Other loans backed by securities (non‐purpose lending)
Other
Other Loans
Loans to Foreign Governments
Agricultural Loans
Loans for purchasing or carrying securities (secured or unsecured)
Loans to Depositories and Other Financial Institutions
All Other Loans and Leases
All Other Loans (exclude consumer loans)
All Other Leases
Total Loans and Leases
FR Y‐14A Schedule A.1.a ‐ Income Statement
Actual in
$Millions
Item
44
45
46
47
48
49
50
51
52
53
54
55
56
57
Projected in $Millions
as of date
LOSSES ASSOCIATED WITH HELD FOR SALE LOANS AND LOANS ACCOUNTED FOR UNDER THE FAIR VALUE OPTION
‐
Real Estate Loans (in Domestic Offices)
CASIP557
First Lien Mortgages
CASIP558
Second / Junior Lien Mortgages
CASIP559
CRE Loans
CASIP560
Loans Secured by Farmland
CASIP561
‐
Real Estate Loans (Not in Domestic Offices)
CASIP562
Residential Mortgages
CASIP563
CRE Loans
CASIP564
Loans Secured by Farmland
CASIP565
C&I Loans
CASIP566
Credit Cards
CASIP567
Other Consumer
CASIP568
All Other Loans and Leases
CASIP569
CASIP570
Total Loans Held for Sale and Loans Accounted for under the Fair Value Option
‐
CPSIP557
CPSIP558
CPSIP559
CPSIP560
CPSIP561
CPSIP562
CPSIP563
CPSIP564
CPSIP565
CPSIP566
CPSIP567
CPSIP568
CPSIP569
CPSIP570
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
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‐
‐
‐
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‐
58
59
60
61
62
TRADING ACCOUNT
Trading MTM Losses
Trading Issuer Default Losses
Counterparty Credit MTM Losses (CVA losses)
Counterparty Default losses
Total Trading and Counterparty
63
64
65
66
OTHER LOSSES
Goodwill impairment
Valuation Adjustment for firm's own debt under fair value option (FVO)
Other losses (describe in supporting documentation)
Total Other Losses
CASIC216
CASIP577
CASIP578
CASIP579
CPSIC216
CPSIP577
CPSIP578
CPSIP579
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‐
67
Total Losses
CASIP580
CPSIP580
‐
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‐
‐
‐
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‐
CASIKU69
CASIP581
CPSIKU69
CPSIP581
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‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASIKU70
CPSIKU70
CASIKU71
CPSIKU71
CASIKU72
CASIP582
CASIP583
CASIP584
CASIP585
CASIP586
CASIP587
CASIP588
CASIP589
CASIP590
CPSIKU72
CPSIP582
CPSIP583
CPSIP584
CPSIP585
CPSIP586
CPSIP587
CPSIP588
CPSIP589
CPSIP590
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‐
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‐
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‐
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‐
ALLOWANCE FOR LOAN and LEASE LOSSES (1)
68 Total allowance for loan and lease losses, prior quarter
68a ALLL, prior quarter
68b Allowance for credit losses on held‐to‐maturity debt securities, prior quarter (2)
68c Allowance for credit losses on available‐for‐sale debt securities, prior quarter (2)
68d Allowance for credit losses on all other financial assets, prior quarter (2)
69
70
71
72
73
74
75
76
77
Real Estate Loans (in Domestic Offices)
Residential Mortgages
First Lien Mortgages
Closed‐End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
CPSIP571
CPSIP572
CPSIP573
CPSIP574
CPSIP576
FR Y‐14A Schedule A.1.a ‐ Income Statement
Sums in $Millions
PQ 2 ‐ PQ 5
Item
44
45
46
47
48
49
50
51
52
53
54
55
56
LOSSES ASSOCIATED WITH HELD FOR SALE LOANS AND LOANS ACCOUNTED FOR U
Real Estate Loans (in Domestic Offices)
First Lien Mortgages
Second / Junior Lien Mortgages
CRE Loans
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
Residential Mortgages
CRE Loans
Loans Secured by Farmland
C&I Loans
Credit Cards
Other Consumer
All Other Loans and Leases
57
Total Loans Held for Sale and Loans Accounted for under the Fair Value Option
58
59
60
61
62
PQ 6 ‐ PQ 9
9‐Quarter
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‐
‐
‐
‐
‐
‐
TRADING ACCOUNT
Trading MTM Losses
Trading Issuer Default Losses
Counterparty Credit MTM Losses (CVA losses)
Counterparty Default losses
Total Trading and Counterparty
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
63
64
65
66
OTHER LOSSES
Goodwill impairment
Valuation Adjustment for firm's own debt under fair value option (FVO)
Other losses (describe in supporting documentation)
Total Other Losses
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
67
Total Losses
‐
‐
‐
ALLOWANCE FOR LOAN and LEASE LOSSES (1)
68 Total allowance for loan and lease losses, prior quarter
68a ALLL, prior quarter
68b Allowance for credit losses on held‐to‐maturity debt securities, prior quarter (2)
68c Allowance for credit losses on available‐for‐sale debt securities, prior quarter (2)
68d Allowance for credit losses on all other financial assets, prior quarter (2)
69
70
71
72
73
74
75
76
77
Real Estate Loans (in Domestic Offices)
Residential Mortgages
First Lien Mortgages
Closed‐End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
FR Y‐14A Schedule A.1.a ‐ Income Statement
Item
44
45
46
47
48
49
50
51
52
53
54
55
56
LOSSES ASSOCIATED WITH HELD FOR SALE LOANS AND LOANS ACCOUNTED FOR U
Real Estate Loans (in Domestic Offices)
First Lien Mortgages
Second / Junior Lien Mortgages
CRE Loans
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
Residential Mortgages
CRE Loans
Loans Secured by Farmland
C&I Loans
Credit Cards
Other Consumer
All Other Loans and Leases
57
Total Loans Held for Sale and Loans Accounted for under the Fair Value Option
58
59
60
61
62
TRADING ACCOUNT
Trading MTM Losses
Trading Issuer Default Losses
Counterparty Credit MTM Losses (CVA losses)
Counterparty Default losses
Total Trading and Counterparty
63
64
65
66
OTHER LOSSES
Goodwill impairment
Valuation Adjustment for firm's own debt under fair value option (FVO)
Other losses (describe in supporting documentation)
Total Other Losses
67
Total Losses
ALLOWANCE FOR LOAN and LEASE LOSSES (1)
68 Total allowance for loan and lease losses, prior quarter
68a ALLL, prior quarter
68b Allowance for credit losses on held‐to‐maturity debt securities, prior quarter (2)
68c Allowance for credit losses on available‐for‐sale debt securities, prior quarter (2)
68d Allowance for credit losses on all other financial assets, prior quarter (2)
69
70
71
72
73
74
75
76
77
Real Estate Loans (in Domestic Offices)
Residential Mortgages
First Lien Mortgages
Closed‐End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
FR Y‐14A Schedule A.1.a ‐ Income Statement
Item
44
45
46
47
48
49
50
51
52
53
54
55
56
LOSSES ASSOCIATED WITH HELD FOR SALE LOANS AND LOANS ACCOUNTED FOR U
Real Estate Loans (in Domestic Offices)
First Lien Mortgages
Second / Junior Lien Mortgages
CRE Loans
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
Residential Mortgages
CRE Loans
Loans Secured by Farmland
C&I Loans
Credit Cards
Other Consumer
All Other Loans and Leases
57
Total Loans Held for Sale and Loans Accounted for under the Fair Value Option
58
59
60
61
62
TRADING ACCOUNT
Trading MTM Losses
Trading Issuer Default Losses
Counterparty Credit MTM Losses (CVA losses)
Counterparty Default losses
Total Trading and Counterparty
63
64
65
66
OTHER LOSSES
Goodwill impairment
Valuation Adjustment for firm's own debt under fair value option (FVO)
Other losses (describe in supporting documentation)
Total Other Losses
67
Total Losses
ALLOWANCE FOR LOAN and LEASE LOSSES (1)
68 Total allowance for loan and lease losses, prior quarter
68a ALLL, prior quarter
68b Allowance for credit losses on held‐to‐maturity debt securities, prior quarter (2)
68c Allowance for credit losses on available‐for‐sale debt securities, prior quarter (2)
68d Allowance for credit losses on all other financial assets, prior quarter (2)
69
70
71
72
73
74
75
76
77
Real Estate Loans (in Domestic Offices)
Residential Mortgages
First Lien Mortgages
Closed‐End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
FR Y‐14A Schedule A.1.a ‐ Income Statement
Actual in
$Millions
Item
78
79
80
81
82
83
84
85
86
87
88
89
90
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
Residential Mortgages
CRE Loans
Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Corporate and Business Cards
Credit Cards
Other Consumer
All Other Loans and Leases
Unallocated
91 Total Provisions during the quarter
91a Provisions for loan and lease losses during the quarter (3)
Provisions for credit losses on held‐to‐maturity debt securities during the quarter
91b
(4)
Provisions for credit losses on available‐for‐sale debt securities during the quarter
91c
(4)
91d Provisions for credit losses on all other financial assets during the quarter (4)
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
114a
Projected in $Millions
as of date
Real Estate Loans (in Domestic Offices)
Residential Mortgages
First Lien Mortgages
Closed‐End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
Residential Mortgages
CRE Loans
Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Corporate and Business Cards
Credit Cards
Other Consumer
All Other Loans and Leases
Unallocated
Total Net charge‐offs during the quarter
Net charge‐offs during the quarter on loans and leases (5)
114b Net charge‐offs during the quarter on held‐to‐maturity debt securities (6)
114c Net charge‐offs during the quarter on available‐for‐sale debt securities (6)
114d Net charge‐offs during the quarter on all other financial assets (6)
115 Total Other ALLL Changes
115a Other ALLL Changes (7)
115b Other allowances for credit losses changes on held‐to‐maturity debt securities (8)
115c Other allowances for credit losses changes on available‐for‐sale debt securities (8)
115d Other allowances for credit losses changes on all other financial assets(8)
116 Total Allowances, current quarter
116a ALLL, current quarter (9)
Allowances for credit losses on held‐to‐maturity debt securities, current quarter
116b
(10)
Allowances for credit losses on available‐for‐sale debt securities, current quarter
116c
(10)
116d Allowances for credit losses on all other financial assets, current quarter (10)
CASIP591
CASIP592
CASIP593
CASIP594
CASIP595
CASIP596
CASIP597
CASIP598
CASIP599
CASIP600
CASIP601
CASIP602
CASIP603
CPSIP591
CPSIP592
CPSIP593
CPSIP594
CPSIP595
CPSIP596
CPSIP597
CPSIP598
CPSIP599
CPSIP600
CPSIP601
CPSIP602
CPSIP603
CASIKU79
CASI4230
CPSIKU79
CPSI4230
CASIKU80
CPSIKU80
CASIKU81
CPSIKU81
CASIKU82
CASIP604
CASIP605
CASIP606
CASIP607
CASIP608
CASIP609
CASIP610
CASIP611
CASIP612
CASIP613
CASIP614
CASIP615
CASIP616
CASIP617
CASIP618
CASIP619
CASIP620
CASIP621
CASIP622
CASIP623
CASIP624
CASIP625
CASIKU83
CASIP626
CPSIKU82
CPSIP604
CPSIP605
CPSIP606
CPSIP607
CPSIP608
CPSIP609
CPSIP610
CPSIP611
CPSIP612
CPSIP613
CPSIP614
CPSIP615
CPSIP616
CPSIP617
CPSIP618
CPSIP619
CPSIP620
CPSIP621
CPSIP622
CPSIP623
CPSIP624
CPSIP625
CPSIKU83
CPSIP626
CASIKU84
CPSIKU84
CASIKU85
CASIKU86
CASIKU87
CASIP627
CPSIKU85
CPSIKU86
CPSIKU87
CPSIP627
CASIKU88
CPSIKU88
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
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‐
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‐
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‐
‐
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‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASIKU89
CPSIKU89
CASIKU90
CASIKU91
CASI3123
CPSIKU90
CPSIKU91
CPSI3123
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASIKU92
CPSIKU92
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASIKU93
CPSIKU93
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASIKU94
CPSIKU94
‐
‐
‐
‐
‐
‐
‐
‐
‐
FR Y‐14A Schedule A.1.a ‐ Income Statement
Sums in $Millions
PQ 2 ‐ PQ 5
Item
78
79
80
81
82
83
84
85
86
87
88
89
90
PQ 6 ‐ PQ 9
9‐Quarter
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
Residential Mortgages
CRE Loans
Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Corporate and Business Cards
Credit Cards
Other Consumer
All Other Loans and Leases
Unallocated
91 Total Provisions during the quarter
91a Provisions for loan and lease losses during the quarter (3)
Provisions for credit losses on held‐to‐maturity debt securities during the quarter
91b
(4)
Provisions for credit losses on available‐for‐sale debt securities during the quarter
91c
(4)
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
91d Provisions for credit losses on all other financial assets during the quarter (4)
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
114a
Real Estate Loans (in Domestic Offices)
Residential Mortgages
First Lien Mortgages
Closed‐End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
Residential Mortgages
CRE Loans
Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Corporate and Business Cards
Credit Cards
Other Consumer
All Other Loans and Leases
Unallocated
Total Net charge‐offs during the quarter
Net charge‐offs during the quarter on loans and leases (5)
114b Net charge‐offs during the quarter on held‐to‐maturity debt securities (6)
114c Net charge‐offs during the quarter on available‐for‐sale debt securities (6)
114d Net charge‐offs during the quarter on all other financial assets (6)
115 Total Other ALLL Changes
115a Other ALLL Changes (7)
115b Other allowances for credit losses changes on held‐to‐maturity debt securities (8)
115c Other allowances for credit losses changes on available‐for‐sale debt securities (8)
115d Other allowances for credit losses changes on all other financial assets(8)
116 Total Allowances, current quarter
116a ALLL, current quarter (9)
Allowances for credit losses on held‐to‐maturity debt securities, current quarter
116b
(10)
Allowances for credit losses on available‐for‐sale debt securities, current quarter
116c
(10)
116d Allowances for credit losses on all other financial assets, current quarter (10)
FR Y‐14A Schedule A.1.a ‐ Income Statement
Item
78
79
80
81
82
83
84
85
86
87
88
89
90
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
Residential Mortgages
CRE Loans
Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Corporate and Business Cards
Credit Cards
Other Consumer
All Other Loans and Leases
Unallocated
91 Total Provisions during the quarter
91a Provisions for loan and lease losses during the quarter (3)
Provisions for credit losses on held‐to‐maturity debt securities during the quarter
91b
(4)
Provisions for credit losses on available‐for‐sale debt securities during the quarter
91c
(4)
91d Provisions for credit losses on all other financial assets during the quarter (4)
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
114a
Real Estate Loans (in Domestic Offices)
Residential Mortgages
First Lien Mortgages
Closed‐End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
Residential Mortgages
CRE Loans
Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Corporate and Business Cards
Credit Cards
Other Consumer
All Other Loans and Leases
Unallocated
Total Net charge‐offs during the quarter
Net charge‐offs during the quarter on loans and leases (5)
114b Net charge‐offs during the quarter on held‐to‐maturity debt securities (6)
114c Net charge‐offs during the quarter on available‐for‐sale debt securities (6)
114d Net charge‐offs during the quarter on all other financial assets (6)
115 Total Other ALLL Changes
115a Other ALLL Changes (7)
115b Other allowances for credit losses changes on held‐to‐maturity debt securities (8)
115c Other allowances for credit losses changes on available‐for‐sale debt securities (8)
115d Other allowances for credit losses changes on all other financial assets(8)
116 Total Allowances, current quarter
116a ALLL, current quarter (9)
Allowances for credit losses on held‐to‐maturity debt securities, current quarter
116b
(10)
Allowances for credit losses on available‐for‐sale debt securities, current quarter
116c
(10)
116d Allowances for credit losses on all other financial assets, current quarter (10)
FR Y‐14A Schedule A.1.a ‐ Income Statement
Item
78
79
80
81
82
83
84
85
86
87
88
89
90
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
Residential Mortgages
CRE Loans
Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Corporate and Business Cards
Credit Cards
Other Consumer
All Other Loans and Leases
Unallocated
91 Total Provisions during the quarter
91a Provisions for loan and lease losses during the quarter (3)
Provisions for credit losses on held‐to‐maturity debt securities during the quarter
91b
(4)
Provisions for credit losses on available‐for‐sale debt securities during the quarter
91c
(4)
91d Provisions for credit losses on all other financial assets during the quarter (4)
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
114a
Real Estate Loans (in Domestic Offices)
Residential Mortgages
First Lien Mortgages
Closed‐End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
Residential Mortgages
CRE Loans
Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Corporate and Business Cards
Credit Cards
Other Consumer
All Other Loans and Leases
Unallocated
Total Net charge‐offs during the quarter
Net charge‐offs during the quarter on loans and leases (5)
114b Net charge‐offs during the quarter on held‐to‐maturity debt securities (6)
114c Net charge‐offs during the quarter on available‐for‐sale debt securities (6)
114d Net charge‐offs during the quarter on all other financial assets (6)
115 Total Other ALLL Changes
115a Other ALLL Changes (7)
115b Other allowances for credit losses changes on held‐to‐maturity debt securities (8)
115c Other allowances for credit losses changes on available‐for‐sale debt securities (8)
115d Other allowances for credit losses changes on all other financial assets(8)
116 Total Allowances, current quarter
116a ALLL, current quarter (9)
Allowances for credit losses on held‐to‐maturity debt securities, current quarter
116b
(10)
Allowances for credit losses on available‐for‐sale debt securities, current quarter
116c
(10)
116d Allowances for credit losses on all other financial assets, current quarter (10)
FR Y‐14A Schedule A.1.a ‐ Income Statement
Actual in
$Millions
Item
Projected in $Millions
as of date
117
118
119
120
PRE‐PROVISION NET REVENUE
Net interest income
Noninterest income
Noninterest expense
Pre‐Provision Net Revenue
121
122
123
124
125
CONDENSED INCOME STATEMENT
Pre‐Provision Net Revenue
Provisions during the quarter
Total Trading and Counterparty Losses
Total Other Losses
Other I/S items ‐ describe in supporting documentation
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
CASI4074
CASI4079
CASIP630
CASIP631
CPSI4074
CPSI4079
CPSIP630
CPSIP631
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASIP632
CASI4230
CASIP633
CASIP634
CASIP635
CASI3196
CPSIP632
CPSI4230
CPSIP633
CPSIP634
CPSIP635
CPSI3196
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASI3521
CPSI3521
CASI4310
CPSI4310
‐
‐
‐
‐
‐
‐
‐
‐
‐
129 Applicable income taxes (foreign and domestic)
130 Income (loss) before discontinued operations and other adjustments
CASI4302
CASI4300
CPSI4302
CPSI4300
‐
‐
‐
‐
‐
‐
‐
‐
‐
131 Discontinued operations, net of applicable income taxes
132 Net income (loss) attributable to BHC and minority interests
CASI4320
CASIG104
CPSI4320
CPSIG104
‐
‐
‐
‐
‐
‐
‐
‐
‐
133 Net income (loss) attributable to minority interests
134 Net income (loss) attributable to BHC
CASIG103
CASI4340
CPSIG103
CPSI4340
‐
‐
‐
‐
‐
‐
‐
‐
‐
135 Effective Tax Rate (%)
CASIP636
CPSIP636
CASIP637
CASIP638
CASIP195
CASIP639
CPSIP637
CPSIP638
CPSIP195
CPSIP639
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
126 Realized Gains (Losses) on available‐for‐sale securities, including OTTI (11)
127 Realized Gains (Losses) on held‐to‐maturity securities, including OTTI (11)
128 Income (loss) before applicable income taxes and discontinued operations
136
137
138
139
REPURCHASE RESERVE/LIABILITY FOR MORTGAGE REPS AND WARRANTIES
Reserve, prior quarter
Provisions during the quarter
Net charges during the quarter
Reserve, current quarter
FR Y‐14A Schedule A.1.a ‐ Income Statement
Sums in $Millions
Item
PQ 2 ‐ PQ 5
PQ 6 ‐ PQ 9
9‐Quarter
117
118
119
120
PRE‐PROVISION NET REVENUE
Net interest income
Noninterest income
Noninterest expense
Pre‐Provision Net Revenue
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
121
122
123
124
125
CONDENSED INCOME STATEMENT
Pre‐Provision Net Revenue
Provisions during the quarter
Total Trading and Counterparty Losses
Total Other Losses
Other I/S items ‐ describe in supporting documentation
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
126 Realized Gains (Losses) on available‐for‐sale securities, including OTTI (11)
127 Realized Gains (Losses) on held‐to‐maturity securities, including OTTI (11)
128 Income (loss) before applicable income taxes and discontinued operations
‐
‐
‐
129 Applicable income taxes (foreign and domestic)
130 Income (loss) before discontinued operations and other adjustments
‐
‐
‐
‐
‐
‐
131 Discontinued operations, net of applicable income taxes
132 Net income (loss) attributable to BHC and minority interests
‐
‐
‐
‐
‐
‐
133 Net income (loss) attributable to minority interests
134 Net income (loss) attributable to BHC
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
135 Effective Tax Rate (%)
136
137
138
139
REPURCHASE RESERVE/LIABILITY FOR MORTGAGE REPS AND WARRANTIES
Reserve, prior quarter
Provisions during the quarter
Net charges during the quarter
Reserve, current quarter
FR Y‐14A Schedule A.1.a ‐ Income Statement
Item
117
118
119
120
PRE‐PROVISION NET REVENUE
Net interest income
Noninterest income
Noninterest expense
Pre‐Provision Net Revenue
121
122
123
124
125
CONDENSED INCOME STATEMENT
Pre‐Provision Net Revenue
Provisions during the quarter
Total Trading and Counterparty Losses
Total Other Losses
Other I/S items ‐ describe in supporting documentation
126 Realized Gains (Losses) on available‐for‐sale securities, including OTTI (11)
127 Realized Gains (Losses) on held‐to‐maturity securities, including OTTI (11)
128 Income (loss) before applicable income taxes and discontinued operations
129 Applicable income taxes (foreign and domestic)
130 Income (loss) before discontinued operations and other adjustments
131 Discontinued operations, net of applicable income taxes
132 Net income (loss) attributable to BHC and minority interests
133 Net income (loss) attributable to minority interests
134 Net income (loss) attributable to BHC
135 Effective Tax Rate (%)
136
137
138
139
REPURCHASE RESERVE/LIABILITY FOR MORTGAGE REPS AND WARRANTIES
Reserve, prior quarter
Provisions during the quarter
Net charges during the quarter
Reserve, current quarter
FR Y‐14A Schedule A.1.a ‐ Income Statement
Item
117
118
119
120
PRE‐PROVISION NET REVENUE
Net interest income
Noninterest income
Noninterest expense
Pre‐Provision Net Revenue
121
122
123
124
125
CONDENSED INCOME STATEMENT
Pre‐Provision Net Revenue
Provisions during the quarter
Total Trading and Counterparty Losses
Total Other Losses
Other I/S items ‐ describe in supporting documentation
126 Realized Gains (Losses) on available‐for‐sale securities, including OTTI (11)
127 Realized Gains (Losses) on held‐to‐maturity securities, including OTTI (11)
128 Income (loss) before applicable income taxes and discontinued operations
129 Applicable income taxes (foreign and domestic)
130 Income (loss) before discontinued operations and other adjustments
131 Discontinued operations, net of applicable income taxes
132 Net income (loss) attributable to BHC and minority interests
133 Net income (loss) attributable to minority interests
134 Net income (loss) attributable to BHC
135 Effective Tax Rate (%)
136
137
138
139
REPURCHASE RESERVE/LIABILITY FOR MORTGAGE REPS AND WARRANTIES
Reserve, prior quarter
Provisions during the quarter
Net charges during the quarter
Reserve, current quarter
FR Y‐14A Schedule A.1.a ‐ Income Statement
Actual in
$Millions
Item
(1)
(2)
(3)
(4)
(5)
(6)
(7)
as of date
Footnotes to the Income Statement Worksheet
Institutions that have adopted ASU 2016‐13 should report the allowance and
provision for credit losses in items 68 through 116.
Items 68b and 68c are only reported by institutions that have adopted ASU 2016‐
13.
Institutions that have adopted ASU 2016‐13 should report the provision for credit
losses on loans and leases.
Items 91b and 91c are only reported by institutions that have adopted ASU 2016‐
13.
Institutions that have adopted ASU 2016‐13 should report net charge‐offs during
the quarter on loans and leases in item 114a.
Items 114b and 114c are only reported by institutions that have adopted ASU
2016‐13.
Institutions that have adopted ASU 2016‐13 should report other changes to the
allowances for credit losses on loans and leases in item 115a.
Items 115b and 115c are only reported by institutions that have adopted ASU
2016‐13.
Institutions that have adopted ASU 2016‐13 should report the allowance for credit
(9)
losses on loans and leases in item 116a.
Items 116b and 116c are only reported by institutions that have adopted ASU
(10)
2016‐13.
Institutions that have adopted ASU 2016‐13 should not include OTTI in items 126
(11)
and 127.
(8)
Projected in $Millions
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.1.a ‐ Income Statement
Sums in $Millions
Item
(1)
(2)
(3)
(4)
(5)
(6)
(7)
PQ 2 ‐ PQ 5
Footnotes to the Income Statement Worksheet
Institutions that have adopted ASU 2016‐13 should report the allowance and
provision for credit losses in items 68 through 116.
Items 68b and 68c are only reported by institutions that have adopted ASU 2016‐
13.
Institutions that have adopted ASU 2016‐13 should report the provision for credit
losses on loans and leases.
Items 91b and 91c are only reported by institutions that have adopted ASU 2016‐
13.
Institutions that have adopted ASU 2016‐13 should report net charge‐offs during
the quarter on loans and leases in item 114a.
Items 114b and 114c are only reported by institutions that have adopted ASU
2016‐13.
Institutions that have adopted ASU 2016‐13 should report other changes to the
allowances for credit losses on loans and leases in item 115a.
Items 115b and 115c are only reported by institutions that have adopted ASU
2016‐13.
Institutions that have adopted ASU 2016‐13 should report the allowance for credit
(9)
losses on loans and leases in item 116a.
Items 116b and 116c are only reported by institutions that have adopted ASU
(10)
2016‐13.
Institutions that have adopted ASU 2016‐13 should not include OTTI in items 126
(11)
and 127.
(8)
PQ 6 ‐ PQ 9
9‐Quarter
FR Y‐14A Schedule A.1.a ‐ Income Statement
Item
(1)
(2)
(3)
(4)
(5)
(6)
(7)
Footnotes to the Income Statement Worksheet
Institutions that have adopted ASU 2016‐13 should report the allowance and
provision for credit losses in items 68 through 116.
Items 68b and 68c are only reported by institutions that have adopted ASU 2016‐
13.
Institutions that have adopted ASU 2016‐13 should report the provision for credit
losses on loans and leases.
Items 91b and 91c are only reported by institutions that have adopted ASU 2016‐
13.
Institutions that have adopted ASU 2016‐13 should report net charge‐offs during
the quarter on loans and leases in item 114a.
Items 114b and 114c are only reported by institutions that have adopted ASU
2016‐13.
Institutions that have adopted ASU 2016‐13 should report other changes to the
allowances for credit losses on loans and leases in item 115a.
Items 115b and 115c are only reported by institutions that have adopted ASU
2016‐13.
Institutions that have adopted ASU 2016‐13 should report the allowance for credit
(9)
losses on loans and leases in item 116a.
Items 116b and 116c are only reported by institutions that have adopted ASU
(10)
2016‐13.
Institutions that have adopted ASU 2016‐13 should not include OTTI in items 126
(11)
and 127.
(8)
FR Y‐14A Schedule A.1.a ‐ Income Statement
Item
(1)
(2)
(3)
(4)
(5)
(6)
(7)
Footnotes to the Income Statement Worksheet
Institutions that have adopted ASU 2016‐13 should report the allowance and
provision for credit losses in items 68 through 116.
Items 68b and 68c are only reported by institutions that have adopted ASU 2016‐
13.
Institutions that have adopted ASU 2016‐13 should report the provision for credit
losses on loans and leases.
Items 91b and 91c are only reported by institutions that have adopted ASU 2016‐
13.
Institutions that have adopted ASU 2016‐13 should report net charge‐offs during
the quarter on loans and leases in item 114a.
Items 114b and 114c are only reported by institutions that have adopted ASU
2016‐13.
Institutions that have adopted ASU 2016‐13 should report other changes to the
allowances for credit losses on loans and leases in item 115a.
Items 115b and 115c are only reported by institutions that have adopted ASU
2016‐13.
Institutions that have adopted ASU 2016‐13 should report the allowance for credit
(9)
losses on loans and leases in item 116a.
Items 116b and 116c are only reported by institutions that have adopted ASU
(10)
2016‐13.
Institutions that have adopted ASU 2016‐13 should not include OTTI in items 126
(11)
and 127.
(8)
FR Y‐14A Schedule A.1.b ‐ Balance Sheet
PQ 1
Item
PQ 2
PQ 3
PQ 4
Projected in $Millions
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Assets
4
5
SECURITIES
Held to Maturity (HTM) (1)
Available for Sale (AFS)
Total Securities
Of which:
Securitizations (investment grade)
Securitizations (non‐investment grade)
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
Total Loans and Leases
Real Estate Loans (in Domestic Offices)
First Lien Mortgages
First Lien Mortgages
First Lien HELOAN
Second / Junior Lien Mortgages
Closed‐End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Owner‐Occupied
Non‐Owner‐Occupied
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
First Lien Mortgages
Second / Junior Lien Mortgages
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Owner‐Occupied
Non‐Owner‐Occupied
Loans Secured by Farmland
1
2
3
CPSB1754
CPSB1773
CPSBP640
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSBP641
CPSBP642
CPSBP643
CPSB5367
CPSBP644
CPSBP645
CPSBP646
CPSB5368
CPSB1797
CPSBP647
CPSBP648
CPSB1460
CPSBP649
CPSBF160
CPSBF161
CPSB1420
CPSBP650
CPSBP651
CPSBP652
CPSBP653
CPSBP654
CPSBP655
CPSBP656
CPSBP657
CPSBP658
CPSBP659
FR Y‐14A Schedule A.1.b ‐ Balance Sheet
Item
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
PQ 1
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Corporate Card
Business Card
Credit Cards
Charge Card
Bank Card
Other Consumer
Auto Loans
Student Loans
Other loans backed by securities (non‐purpose lending)
Other
Other Loans and Leases
Loans to Foreign Governments
Agricultural Loans
46 Loans for purchasing or carrying securities (secured or unsecured)
47
48
49
50
51
Loans to Depositories and Other Financial Institutions
All Other Loans and Leases
All Other Loans (exclude consumer loans)
All Other Leases
Total Loans and Leases
CPSBP660
CPSBP661
CPSBP662
CPSBP663
CPSBP664
CPSBP665
CPSBP666
CPSBP667
CPSBP668
CPSBK137
CPSBP669
CPSBP670
CPSBP671
CPSBP672
CPSB2081
CPSB1590
CPSB1545
CPSBP673
CPSBP674
CPSBJ451
CPSBF163
CPSBP675
PQ 2
PQ 3
PQ 4
Projected in $Millions
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
FR Y‐14A Schedule A.1.b ‐ Balance Sheet
PQ 1
Item
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
LOANS HELD FOR INVESTMENT AT AMORTIZED COST
Real Estate Loans (in Domestic Offices)
First Lien Mortgages
First Lien Mortgages
First Lien HELOAN
Second / Junior Lien Mortgages
Closed‐End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Owner‐Occupied
Non‐Owner‐Occupied
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
First Lien Mortgages
Second / Junior Lien Mortgages
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Owner‐Occupied
Non‐Owner‐Occupied
Loans Secured by Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Business and Corporate Card
Credit Cards
CPSBP676
CPSBP677
CPSBP381
CPSBP389
CPSBP678
CPSBP397
CPSBP405
CPSBP679
CPSBP680
CPSBP681
CPSBP682
CPSBP683
CPSBP684
CPSBP685
CPSBP686
CPSBP415
CPSBP423
CPSBP687
CPSBP688
CPSBP689
CPSBP690
CPSBP691
CPSBP692
CPSBP693
CPSBP694
CPSBP695
CPSBP696
CPSBP697
CPSBP698
PQ 2
PQ 3
PQ 4
Projected in $Millions
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
FR Y‐14A Schedule A.1.b ‐ Balance Sheet
Item
81
82
83
84
85
86
87
88
PQ 1
Other Consumer
Auto Loans
Student Loans
Other loans backed by securities (non‐purpose lending)
Other
Other Loans and Leases
Loans to Foreign Governments
Agricultural Loans
89 Loans for purchasing or carrying securities (secured or unsecured)
90
91
92
93
94
Loans to Depositories and Other Financial Institutions
All Other Loans and Leases
All Other Loans (exclude consumer loans)
All Other Leases
Total Loans and Leases
95
96
97
98
99
100
101
102
103
104
105
106
107
Loans Held for Sale and Loans Accounted for under the Fair Value
Option
Real Estate Loans (in Domestic Offices)
First Lien Mortgages
Second / Junior Lien Mortgages
CRE Loans
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
Residential Mortgages
CRE Loans
Loans Secured by Farmland
C&I Loans
Credit Cards
Other Consumer
Other Loans and Leases
Total Loans Held for Sale and Loans Accounted for under the Fair
Value Option
108
CPSBP699
CPSBP700
CPSBP491
CPSBP701
CPSBP702
CPSBP703
CPSBP704
CPSBP705
PQ 2
PQ 3
PQ 4
Projected in $Millions
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSBP712
CPSBP713
CPSBP714
CPSBP715
CPSBP716
CPSBP717
CPSBP718
CPSBP719
CPSBP720
CPSBP721
CPSBP722
CPSBP723
CPSBP724
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSBP725
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSBP706
CPSBP707
CPSBP708
CPSBP709
CPSBP710
CPSBP711
FR Y‐14A Schedule A.1.b ‐ Balance Sheet
PQ 1
Item
109 Unearned Income on Loans
110 Allowance for Loan and Lease Losses (2)
Loans and Leases (Held for Investment and Held for Sale), Net of
111
Unearned Income and Allowance for Loan and Lease Losses (3)
TRADING
112 Trading Assets
113
114
115
116
117
INTANGIBLES
Goodwill
Mortgage Servicing Rights
Not applicable
All Other Identifiable Intangible Assets
Total Intangible Assets
OTHER
118 Cash and cash equivalent
119 Federal funds sold
120 Securities purchased under agreements to resell (4)
121
122
123
124
125
126
127
128
129
130
Premises and Fixed Assets
OREO
Commercial
Residential
Farmland
Collateral Underlying Operating Leases for Which the Bank is the
Lessor (5)
Autos
Other
Other Assets (6)
Total Other
131 TOTAL ASSETS
PQ 2
PQ 3
PQ 4
Projected in $Millions
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
CPSB2123
CPSB3123
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSBP726
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSBP732
CPSBP733
CPSBP734
CPSBP735
CPSBP736
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSB2170
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSB3545
CPSB3163
CPSB3164
CPSB5507
CPSBP727
CPSBP728
CPSBB987
CPSBB989
CPSB2145
CPSB2150
CPSBP729
CPSBP730
CPSBP731
FR Y‐14A Schedule A.1.b ‐ Balance Sheet
PQ 1
Item
PQ 2
PQ 3
PQ 4
Projected in $Millions
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Liabilities
132 Deposits in domestic offices
Deposits in foreign offices, Edge and Agreement subsidiaries, and
133
IBFs
134 Deposits
Federal funds purchased and securities sold under agreements to
135
repurchase
136 Trading Liabilities
137 Other Borrowed Money
138 Subordinated Notes and Debentures
139
Subordinated Notes Payable to Unconsolidated Trusts Issuing
TruPS and TruPS Issued by Consolidated Special Purpose Entities
140 Other Liabilities
141 Memo: Allowance for off‐balance sheet credit exposures
142 Total Liabilities
CPSBP737
CPSBP738
CPSBP739
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSBP740
CPSB3548
CPSB3190
CPSB4062
CPSBC699
CPSB2750
CPSBB557
CPSB2948
Equity Capital
143
144
145
146
147
148
149
Perpetual Preferred Stock and Related Surplus
Common Stock (Par Value)
Surplus (Exclude All Surplus Related to Preferred Stock)
Retained Earnings
Accumulated Other Comprehensive Income (AOCI)
Other Equity Capital Components
Total BHC Equity Capital
150 Noncontrolling (Minority) Interests in Consolidated Subsidiaries
151 Total Equity Capital
CPSB3283
CPSB3230
CPSB3240
CPSB3247
CPSBB530
CPSBA130
CPSB3210
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSB3000
CPSBG105
‐
‐
‐
‐
‐
‐
‐
‐
‐
Other
152 Unused Commercial Lending Commitments and Letters of Credit
(1)
(2)
(3)
(4)
CPSBP741
Footnotes to the Balance Sheet Worksheet
Institutions that have adopted ASU 2016‐13 should report item 1 net of any applicable allowance for credit losses.
For institutions that adopted ASU 2016‐13, this item will represent the allowance for credit losses on loans and leases.
For institutions that adopted ASU 2016‐13, this item will be net of unearned income and allowance for credit losses on loans and leases.
Institutions that adopted ASU 2016‐13 should report item 120 net of any applicable allowance for credit losses.
Refers to the balance sheet carrying amount of any equipment or other asset rented to others under operating leases, net of accumulated
(5) depreciation. The total should correspond to the amount provided in Y‐9C Schedule HC‐F Line 6, item 13 in the instructions. The amount
included should only reflect collateral rented under operating leases and not include collateral subject to capital/ financing type leases.
(6) Institutions that adopted ASU 2016‐13, should report item 129 net of any applicable allowance for credit losses.
FR Y‐14A Schedule A.1.c.1 Standardized RWA
Actual in
$Millions
as of date
PQ 1
PQ 2
PQ 3
‐
‐
‐
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
Standardized Approach (Revised regulatory capital rule, July 2013)
Balance Sheet Asset Categories
1 Cash and balances due from depository institutions
2a Securities (excluding securitizations): Held‐to‐maturity
2b Securities (excluding securitizations): Available‐for‐sale debt securities
3 Federal funds sold
CASS0010
CASS1754
CASS1773
CASSB987
CPSS0010
CPSS1754
CPSS1773
CPSSB987
4a
4b
4c
4d
Loans and leases on held for sale
Residential Mortgage exposures
High Volatility Commercial Real Estate (HVCRE) exposures
Exposures past due 90 days or more or on nonaccrual
All other exposures
CASSS413
CASSS419
CASSS423
CASSS431
CPSSS413
CPSSS419
CPSSS423
CPSSS431
5a
5b
5c
5d
Loans and leases, net of unearned income
Residential mortgage exposures
High Volatility Commercial Real Estate (HVCRE) exposures
Exposures past due 90 days or more or on nonaccrual
All other exposures
CASSS439
CASSS445
CASSS449
CASSS457
CPSSS439
CPSSS445
CPSSS449
CPSSS457
6
7a
7b
7c
Trading assets (excluding securitizations that receive standardized charges)
All Other assets
Separate account bank‐owned life insurance
Default fund contributions to central counterparties
CASS3545
CASSB639
CASSR644
CASSR645
CPSS3545
CPSSB639
CPSSR644
CPSSR645
8a
8b
8c
8d
On‐balance sheet securitization exposures
Held‐to‐maturity securities
Available‐for‐sale securities
Trading assets that receive standardized charges
All other on‐balance sheet securitization exposures
CASSS475
CASSS480
CASSS485
CASSS490
CPSSS475
CPSSS480
CPSSS485
CPSSS490
CASSS495
CPSSS495
9 Off‐balance sheet securitization exposures
10 RWA for Balance Sheet Asset Categories (sum of items 1 though 8d)
CASSS625
‐
CPSSS625
Derivatives and Off‐Balance‐Sheet Asset Categories (Excluding Securitization Exposures)
11 Financial standby letters of credit
12 Performance standby letters of credit and transaction related contingent items
CASSB546
CASS6570
CPSSB546
CPSS6570
13
14
15
16
Commercial and similar letters of credit with an original maturity of one year or less
Retained recourse on small business obligations sold with recourse
Repo‐style transactions
All other off‐balance sheet liabilities
CASS3411
CASSA250
CASSS515
CASSB681
CPSS3411
CPSSA250
CPSSS515
CPSSB681
17a
17b
17c
18
19
20
21
Unused commitments: Original maturity of one year or less, excluding ABCP conduits
Unused commitments: Original maturity of one year or less to ABCP conduits
Unused commitments: Original maturity exceeding one year
Unconditionally cancelable commitments
Over‐the‐counter derivatives
Centrally cleared derivatives
Unsettled transactions (failed trades)
CASSS525
CASSG591
CASS6572
CASSS540
CASSS626
CASSS627
CASSH191
CPSSS525
CPSSG591
CPSS6572
CPSSS540
CPSSS626
CPSSS627
CPSSH191
‐
‐
‐
FR Y‐14A Schedule A.1.c.1 Standardized RWA
RWA for Assets, Derivatives and Off‐Balance‐Sheet Asset Categories (sum of items 9
22 through 21)
CASSS628
RWA for purposes of calculating the allowance for loan and lease losses 1.25 percent
23 threshold
CASSS580
CPSSS580
CASSN811
CASSN812
CPSSN811
CPSSN812
CASSS305
CASSS306
CPSSS305
CPSSS306
CPSSS307
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
Items 31 through 36 are not applicable to an institution that does not have a comprehensive risk model; such an institution should go to item 37.
Comprehensive risk capital requirement
Modeled comprehensive risk measure
CPSSS316
CASSS316
Standardized specific risk add‐ons for net long correlation trading positions
CPSSS325
CASSS325
Standardized specific risk add‐on for net short correlation trading positions
CASSS333
CPSSS333
CASSS335
‐
CPSSS335 ‐
Standardized measure of specific risk add‐ons (greater of item 32 or 33)
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
Market Risk
24 Value‐at‐risk (VaR) with Multiplier
25 Stressed VaR with Multiplier
26
27
Specific risk add‐on
Debt positions
Equity positions
28
Capital requirements for securitization positions using the Simplified Supervisory
Formula Approach (SSFA) or applying a specific risk‐weighting factor of 1250% percent
CASSS307
29
Standardized measure of specific risk add‐ons (sum of items 26, 27, and 28)
CASSS311
Item 30 is not applicable to an institution that does not calculate a modeled measure of
30 Incremental risk capital requirement
31
32
33
34
‐
‐
CPSSS628
CPSSS311
CPSSN813
CASSN813
35 Surcharge for modeled correlation trading positions (item 34 multiplied by 0.08)
36 Comprehensive risk measure requirement
CASSS336
CASSN814
De minimis positions and other adjustments
37 Capital requirement for all de minimis exposures
38 Additional capital requirement
39 Sum of items 37 and 38
CASSB825
CASSS344
CASSS345
‐
CPSSN825
CPSSS344
CPSSS345
Market risk‐weighted assets
Standardized market risk‐weighted assets: Sum of items 24, 25, 29, 30 (if applicable), 36 (as
40 appropriate), and 39
CASSS581
‐
CPSSS581
‐
‐
‐
‐
‐
‐
‐
‐
‐
Risk‐weighted assets before deductions for excess allowance of loan and lease losses
41 and allocated risk transfer risk reserve (sum of items 22 and 40)
CASSB704
‐
CPSSB704
‐
‐
‐
‐
‐
‐
‐
‐
‐
42 LESS: Excess allowance for loan and lease losses
CASSA222
CPSSA222
43 LESS: Allocated transfer risk reserve
CASS3128
CPSS3128
44 Total risk‐weighted assets (item 41 minus items 42 and 43)
CASSA223
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSSS336
CPSSN814
CPSSA223
FR Y‐14A Schedule A.1.c.1 Standardized RWA
Memoranda Items ‐‐ Derivatives
45 Current credit exposure across all derivative contracts covered by the regulatory capital rule
CASS8764
Notional principal amounts of over‐the‐counter derivative contracts (sum of lines 47a
through 47g)
Interest rate
Foreign exchange rate and gold
Credit (investment grade reference asset)
Credit (non‐investment grade reference asset)
Equity
Precious metals (except gold)
Other
CASSS629
46
47a
47b
47c
47d
47e
47f
47g
48
49a
49b
49c
49d
49e
49f
49g
Notional principal amounts of centrally cleared derivative contracts (sum of lines 49a
Interest rate
Foreign exchange rate and gold
Credit (investment grade reference asset)
Credit (non‐investment grade reference asset)
Equity
Precious metals (except gold)
Other
CASSS637
CASSS638
CASSS639
CASSS640
CASSS641
CASSS642
CASSS643
CASSS644
CPSS8764
CPSSS629
‐
CASSS630
CASSS631
CASSS632
CASSS633
CASSS634
CASSS635
CASSS636
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSSS630
CPSSS631
CPSSS632
CPSSS633
CPSSS634
CPSSS635
CPSSS636
‐
CPSSS637
CPSSS638
CPSSS639
CPSSS640
CPSSS641
CPSSS642
CPSSS643
CPSSS644
FR Y‐14A Schedule A.1.c.2 ‐ Advanced RWA
Please note that for purposes of CCAR 2020, BHCs/IHCs are not required to complete the following worksheet.
Actual in
$Millions
as of date
FFIEC 101 reference
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 1
PQ 2
PQ 3
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
Advanced Approaches Credit Risk (Including CCR and non‐trading credit risk), with 1.06 scaling factor and Operational Risk
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
Credit RWA
Wholesale Exposures
Corporate
Balance Sheet Amount
RWA
Bank
Balance Sheet Amount
RWA
Sovereign
Balance Sheet Amount
RWA
IPRE
Balance Sheet Amount
RWA
HVCRE
Balance Sheet Amount
RWA
Counterparty Credit Risk
RWA of eligible margin loans, repostyle transactions and OTC derivatives with crossproduct netting—EAD adjustment method
RWA of eligible margin loans, repostyle transactions and OTC derivatives with crossproduct netting—collateral reflected in LGD
RWA of eligible margin loans, repostyle transactions—no cross‐product netting—EAD adjustment method
RWA of eligible margin loans, repostyle transactions—no cross‐product netting—collateral reflected in LGD
RWA of OTC derivatives—no cross‐product netting—EAD adjustment method
RWA of OTC derivatives—no crossproduct netting—collateral reflected in LGD
Retail Exposures
Residential mortgage— closed‐end first lien exposures
Balance Sheet Amount
RWA
Residential mortgage— closed‐end junior lien exposures
Balance Sheet Amount
RWA
Residential mortgage—revolving exposures
Balance Sheet Amount
RWA
Qualifying revolving exposures
Balance Sheet Amount
RWA
Other retail exposures
Balance Sheet Amount
RWA
Securitization Exposures (72 Federal Register 69288, December 7, 2007)
Balance Sheet Amount
RWA
Securitization Exposures (Revised regulatory capital rule, July 2013)
Subject to supervisory formula approach (SFA)
Balance Sheet Amount
RWA
Subject to simplified supervisory formula approach (SSFA)
Balance Sheet Amount
RWA
Subject to 1,250% risk‐weight
Balance Sheet Amount
RWA
Cleared Transactions (Revised regulatory capital rule, July 2013)
Derivative contracts and netting sets to derivatives
Balance Sheet Amount
RWA
Repo‐style transactions
Balance Sheet Amount
RWA
Default fund contributions
Sum of AABGJ151, AABGJ198
CASAN835
CASAN836
AABBJ124
AABGJ124
CASAN837
CASAN838
CPSAN837
CPSAN838
AABBJ125
AABGJ125
CASAN839
CASAN840
CPSAN839
CPSAN840
AABBJ126
AABGJ126
CASAN841
CASAN842
CPSAN841
CPSAN842
AABBJ127
AABGJ127
CASAN843
CASAN844
CPSAN843
CPSAN844
AABBJ128
AABGJ128
CASAN845
CASAN846
CASAN847
CASAN848
CASAN849
CASAN850
CASAN851
CASAN852
CASAN853
CASAN854
AABGJ129
AABGJ130
AABGJ131
AABGJ132
AABGJ133
AABGJ134
‐
‐
‐
‐
CPSAN835
CPSAN836
CPSAN845
CPSAN846
CPSAN847
CPSAN848
CPSAN849
CPSAN850
CPSAN851
CPSAN852
CPSAN853
CPSAN854
AABBJ135
AABGJ135
CASAN855
CASAN856
CPSAN855
CPSAN856
AABBJ136
AABGJ136
CASAN857
CASAN858
CPSAN857
CPSAN858
AABBJ137
AABGJ137
CASAN859
CASAN860
CPSAN859
CPSAN860
AABBJ138
AABGJ138
CASAN861
CASAN862
CPSAN861
CPSAN862
AABBJ139
AABGJ139
CASAN863
CASAN864
CPSAN863
CPSAN864
CASAN865
CPSAN865
Sum of AABBJ140, AABBJ141,
AABBJ142
Sum of AABGJ140,
AABGJ141, AABGJ142,
AABGJ143
CASAN866
CASAN867
‐
CPSAN866
CPSAN867
CASAN868
CASAN869
CPSAN868
CPSAN869
CASAN870
CASAN871
CPSAN870
CPSAN871
CASAN872
CASAN873
CASAN874
‐
CPSAN872
CPSAN873
CPSAN874
CASAN875
CASAN876
CPSAN875
CPSAN876
CASAN877
CASAN878
CPSAN877
CPSAN878
FR Y‐14A Schedule A.1.c.2 ‐ Advanced RWA
45
46
47
48
49
50
51
52
53
54
55
56
57
Balance Sheet Amount
RWA
Equity Exposures RWA
Other Assets
Balance Sheet Amount
RWA
CVA Capital Charge (risk‐weighted asset equivalent)(Revised regulatory capital rule, July 2013)
Advanced CVA Approach
Unstressed VaR with Multipliers
Stressed VaR with Multipliers
Simple CVA Approach
Assets subject to the general risk‐based capital requirements
Operational RWA
Operational RWA
Total risk‐based capital requirement for operational risk without dependence assumptions
Market Risk
58 VaR‐based capital requirement
59 Stressed VaR‐based capital requirement
60 Incremental risk capital requirement
61 Comprehensive risk capital requirement (excluding non‐modeled correlation)
62 Non‐modeled Securitization
63
Net Long
64
Net Short
65 Specific risk add‐on (excluding securitization and correlation)
66
Sovereign debt positions
67
Government sponsored entity debt positions
68
Depository institution, foreign bank, and credit union debt positions
69
Public sector entity debt positions
70
Corporate debt positions
71
Equity
72 Capital requirement for de minimis exposures
73 Market risk equivalent assets
74
75
Other RWA
Excess eligible credit reserves not included in tier 2 capital
76
Total RWA
Sum of AABGJ144,
AABGJ145,AABGJ146
Sum of AABBJ147, AABBJ148,
AABBJ149
Sum of AABGJ147,
AABGJ148, AABGJ149
CASAN879
CASAN880
CPSAN879
CPSAN880
CASAN881
CPSAN881
CASAN882
CPSAN882
AABGJ198
CASAN883
CASAN884
CASAN885
CASAN886
CASAN887
CASAN888
CASAJ198
CPSAN883
CPSAN884
CPSAN885
CPSAN886
CPSAN887
CPSAN888
CPSAJ198
AABGJ154
AASAJ084
CASAJ154
CASAJ084
CPSAJ154
CPSAJ084
bhck1651
CASAN811
CASAN812
CASAN813
CASAN814
CASAN815
CASAN816
CASAN817
CASAN818
CASAN819
CASAN820
CASAN821
CASAN822
CASAN823
CASAN824
CASAN825
CASA1651
CPSAN811
CPSAN812
CPSAN813
CPSAN814
CPSAN815
CPSAN816
CPSAN817
CPSAN818
CPSAN819
CPSAN820
CPSAN821
CPSAN822
CPSAN823
CPSAN824
CPSAN825
CPSA1651
AABGJ152
CASAN826
CASAJ152
CASAA223
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSAN826
CPSAJ152
‐
CPSAA223
FR Y‐14A Schedule A.1.d. ‐ 1. Capital ‐ CCAR and 2. Capital ‐ DFAST
Submission Indicator ‐ Indicate if this Capital sub‐schedule pertains
to Capital ‐ CCAR or Capital ‐ DFAST
CCARP005
Projected in $Millions
Adjusted
Starting
1
Value
Item
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
Schedule HI‐A—Changes in Bank Holding Company Equity Capital
Total bank holding company equity capital most recently reported for the end of
previous QUARTER
CASK3217
Effect of changes in accounting principles and corrections of material accounting
errors
CASKB507
Balance end of previous QUARTER as restated (sum of items 1 and 2)
CASKB508
Net income (loss) attributable to bank holding company
CASK4340
Sale of perpetual preferred stock (excluding treasury stock transactions):
Sale of perpetual preferred stock, gross
CASK3577
Conversion or retirement of perpetual preferred stock
CASK3578
Sale of common stock:
Sale of common stock, gross
CASK3579
Conversion or retirement of common stock
CASK3580
Sale of treasury stock
CASK4782
Purchase of treasury stock
CASK4783
Changes incident to business combinations, net
CASK4356
Cash dividends declared on preferred stock
CASK4598
Cash dividends declared on common stock
CASK4460
Other comprehensive income
CASKB511
Change in the offsetting debit to the liability for Employee Stock Ownership Plan
(ESOP) debt guaranteed by the bank holding company
CASK4591
Other adjustments to equity capital (not included above)*
CASK3581
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
CPSK3217
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSKB507
CPSKB508
CPSK4340
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSK3577
CPSK3578
‐
‐
‐
‐
‐
‐
CPSK3579
CPSK3580
CPSK4782
CPSK4783
CPSK4356
CPSK4598
CPSK4460
CPSKB511
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSK4591
CPSK3581
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASK3210 ‐
CPSK3210
Schedule HC‐R Part I.B. per Revised Regulatory Capital Rule (12 CFR 217)
AOCI opt‐out election? (enter "1" for Yes; enter "0" for No)
CASDP838
CPSDP838
CASDP742
CASK3247
CASDB530
CPSDP742
CPSK3247
CPSDB530
CASDP839
CPSDP839
CASDP840 ‐ CPSDP840
Common equity tier 1 capital: adjustments and deductions: where applicable,
report all line items reflective of transition provisions
24
25
26
Goodwill net of associated deferred tax liabilities (DTLs)
Intangible assets (other than goodwill and mortgage servicing assets (MSAs)),
net of associated DTLs
Deferred tax assets (DTAs) that arise from net operating loss and tax credit
carryforwards, net of any related valuation allowances and net of DTLs
If Item 18 is “1” for “Yes”, complete items 27 through 31 only for AOCI related
adjustments.
PQ 6 ‐
PQ 9
PQ 2
Total bank or intermediate B24holding company equity capital end of current
period (sum of items 3, 4, 5, 6, 7, 8, 9, 11, 14, 15, 16, less items 10, 12, 13)
Common equity tier 1
Common stock and related surplus, net of treasury stock and unearned
employee stock ownership plan (ESOP) shares
Retained earnings
Accumulated other comprehensive income (AOCI)
Common equity tier 1 minority interest includable in common equity tier 1
capital
Common equity tier 1 before adjustments and deductions (sum of items 19
through 22)
PQ 2 ‐
PQ 5
PQ 1
As of Date
1
Sums in $Millions
CASDP841
CPSDP841
CASDP842
CPSDP842
CASDP843
CPSDP843
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
9‐Quarter
FR Y‐14A Schedule A.1.d. ‐ 1. Capital ‐ CCAR and 2. Capital ‐ DFAST
Projected in $Millions
Adjusted
Starting
1
Value
Item
As of Date
27
28
AOCI related adjustments: Net unrealized gains (losses) on available‐for‐sale
securities (if a gain, report as a positive value; if a loss, report as a negative
value)
AOCI related adjustments: Net unrealized loss on available‐for‐sale preferred
stock classified as an equity security under GAAP and available‐for‐sale equity
exposures (report loss as a positive value)
29
AOCI related adjustments: Accumulated net gains (losses) on cash flow hedges (if
a gain, report as a positive value; if a loss, report as a negative value)
30
AOCI related adjustments: Amounts recorded in AOCI attributed to defined
benefit postretirement plans resulting from the initial and subsequent
application of the relevant GAAP standards that pertain to such plans (if a gain,
report as a positive value; if a loss, report as a negative value)
31
AOCI related adjustments: Net unrealized gains (losses) on held‐to‐maturity
securities that are included in AOCI (if a gain, report as a positive value; if a loss,
report as a negative value)
CASDP844
CPSDP844
CASDP845
CPSDP845
CASDP846
CPSDP846
CASDP847
CPSDP847
CASDP848
CPSDP848
CASDP849
CPSDP849
CASDQ258
CPSDQ258
CASDP850
CPSDP850
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
Sums in $Millions
PQ 7
PQ 8
PQ 9
If Item 18 is “0” for “No”, complete item 32 only for AOCI related adjustments.
32
33
34
35
36
37
38
39
40
41
42
43
AOCI related adjustments: Accumulated net gain (loss) on cash flow hedges
included in AOCI, net of applicable tax effects, that relate to the hedging of items
that are not recognized at fair value on the balance sheet (if a gain, report as a
positive value; if a loss, report as a negative value)
Other deductions from (additions to) common equity tier capital 1 before
threshold‐based deductions: Unrealized net gain (loss) related to changes in the
fair value of liabilities that are due to changes in own credit risk (if a gain, report
as a positive value; if a loss, report as a negative value)
Other deductions from (additions to) common equity tier capital 1 before
threshold‐based deductions: All other deductions from (additions to) common
equity tier 1 capital before threshold‐based deductions
Non‐significant investments in the capital of unconsolidated financial institutions
in the form of common stock that exceed the 10 percent threshold for non‐
significant investments
Subtotal (item 23 minus items 24 through 35)
Significant investments in the capital of unconsolidated financial institutions in
the form of common stock, net of associated DTLs, that exceed the 10 percent
common equity tier 1 capital deduction threshold (item 71)
MSAs, net of associated DTLs, that exceed the 10 percent common equity tier 1
capital deduction threshold (item 76)
DTAs arising from temporary differences that could not be realized through net
operating loss carrybacks, net of related valuation allowances and net of DTLs,
that exceed the 10 percent common equity tier 1 capital deduction threshold
(item 79)
Amount of significant investments in the capital of unconsolidated financial
institutions in the form of common stock; MSAs, net of associated DTLs; and
DTAs arising from temporary differences that could not be realized through net
operating loss carrybacks, net of related valuation allowances and net of DTLs;
that exceeds the 15 percent common equity tier 1 capital deduction threshold
(item 84 )
Deductions applied to common equity tier 1 capital due to insufficient amount of
additional tier 1 capital and tier 2 capital to cover deductions
Total adjustments and deductions for common equity tier 1 capital (sum of items
37 through 41)
Common equity tier 1 capital (item 36 minus 42)
CASDP851
CPSDP851
CASDP852 ‐ CPSDP852
CASKP853
CPSKP853
CASKP854
CPSKP854
CASKP855
CPSKP855
CASKP856
CPSKP856
CASDP857
CPSDP857
CASDP858 ‐ CPSDP858
CASDP859 ‐ CPSDP859
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
PQ 2 ‐
PQ 5
PQ 6 ‐
PQ 9
9‐Quarter
FR Y‐14A Schedule A.1.d. ‐ 1. Capital ‐ CCAR and 2. Capital ‐ DFAST
Projected in $Millions
Adjusted
Starting
1
Value
Item
As of Date
44
45
Additional tier 1 capital
Additional tier 1 capital instruments plus related surplus
Non‐qualifying capital instruments subject to phase out from additional tier 1
capital
CASDP860
Sums in $Millions
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSDP860
CASDP861
CPSDP861
46
Tier 1 minority interest not included in common equity tier 1 capital
CASDP862
CPSDP862
47
Additional tier 1 capital before deductions
CASDP863
CPSDP863
48
Additional tier 1 capital deductions
CASDP864
CPSDP864
49
Additional tier 1 capital
CASDP865
CPSDP865
50
Tier 1 capital
Tier 1 capital (sum of items 43 and 49)
CASD8274 ‐
CPSD8274
CASDP866
CASDP867
CASDP868
CASD5310
CPSDP866
CPSDP867
CPSDP868
CPSD5310
CASE5310
CPSE5310
CASDQ257
CASDP870 ‐
CPSDQ257
CPSDP870
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASEP870
CASDP872
CASD5311 ‐
CPSEP870
CPSDP872
CPSD5311
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASE5311
CPSE5311
CASD3792 ‐
CPSD3792
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASE3792
CPSE3792
51
52
53
54
55
56
57
58
59
60
61
62
63
Tier 2 capital
Tier 2 capital instruments plus related surplus
Non‐qualifying capital instruments subject to phase out from tier 2 capital
Total capital minority interest that is not included in tier 1 capital
Allowance for loan and lease losses includable in tier 2 capital (2)
(Advanced approaches holding companies that exit parallel run only): eligible
credit reserves includable in tier 2 capital
Unrealized gains on available‐for‐sale preferred stock classified as an equity
security under GAAP and available‐for‐sale equity exposures includable in tier 2
capital
Tier 2 capital before deductions (sum of items 51, 52, 53, 54 and 56)
(Advanced approaches holding companies that exit parallel run only): Tier 2
capital before deductions
Tier 2 capital deductions
Tier 2 capital (item 57 minus 59)
(Advanced approaches holding companies that exit parallel run only): Tier 2
capital
Total capital
Total capital, (sum of items 50 and 60)
(Advanced approaches holding companies that exit parallel run only): Total
capital (sum of items 50 and 61)
PQ 2 ‐
PQ 5
PQ 6 ‐
PQ 9
9‐Quarter
FR Y‐14A Schedule A.1.d. ‐ 1. Capital ‐ CCAR and 2. Capital ‐ DFAST
Projected in $Millions
Adjusted
Starting
1
Value
Item
As of Date
64
65
66
67
68
69
Threshold Deductions Calculations
Non‐significant investments in the capital of unconsolidated financial institutions
in the form of common stock, net of associated DTLs
Aggregate Nnon‐significant investments in the capital of unconsolidated
financial institutions, including in the form of common stock, additional tier 1,
and tier 2 capital
CASDR643
10 percent common equity tier 1 deduction threshold for non‐significant
investments in the capital of unconsolidated financial institutions in the form of
common stock
CASDR646 ‐
Amount of non‐significant investments that exceed the 10 percent deduction
threshold for non‐significant investments
CASDR647 ‐
Significant investments in the capital of unconsolidated financial institutions in
the form of common stock, net of associated DTLs
Gross significant investments in the capital of unconsolidated financial
institutions in the form of common stock
CASDQ259
Permitted offsetting short positions in relation to the specific gross holdings
included above
CASDQ260
Significant investments in the capital of unconsolidated financial institutions in
the form of common stock net of short positions (greater of item 67 minus 68 or
zero)
CASDQ261 ‐
70
10 percent common equity tier 1 deduction threshold (10 percent of item 36)
71
Amount to be deducted from common equity tier 1 due to 10 percent deduction
threshold (greater of item 69 minus item 70 or zero), prior to transition
provisions
MSAs, net of associated DTLs
Total mortgage servicing assets classified as intangible
72
73
Associated deferred tax liabilities which would be extinguished if the intangible
becomes impaired or derecognized under the relevant accounting standards
74
Mortgage servicing assets net of related deferred tax liabilities (item 72 minus
item 73)
75
10 percent common equity tier 1 deduction threshold (10 percent of item 36)
76
Amount to be deducted from common equity tier 1 due to 10 percent deduction
threshold (greater of item 74 minus item 75 or zero), prior to transiton provisions
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
Sums in $Millions
PQ 7
PQ 8
PQ 9
CPSDR643
CPSDR646
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
CPSDR647
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
CPSDQ259
CPSDQ260
CPSDQ261
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASDQ262 ‐
CPSDQ262
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASDP853 ‐
CPSDP853
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASDQ263
CPSDQ263
CASDQ264
CPSDQ264
CASDQ265 ‐
CPSDQ265
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASDQ262 ‐
CPSDQ262
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASDP854 ‐
CPSDP854
‐
‐
‐
‐
‐
‐
‐
‐
‐
DTAs arising from temporary differences that could not be realized through net
operating loss carrybacks, net of related valuation allowances and net of DTLs
77
DTAs arising from temporary differences that could not be realized through net
operating loss carrybacks, net of related valuation allowances and net of DTLs
78
10 percent common equity tier 1 deduction threshold (10 percent of item 36)
79
Amount to be deducted from common equity tier 1 due to 10 percent deduction
threshold (greater of item 77 minus item 78 or zero), prior to transition
provisions
CASDQ296 ‐ CPSDQ296
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
CASDQ262 ‐
CPSDQ262
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASDP855 ‐
CPSDP855
‐
‐
‐
‐
‐
‐
‐
‐
‐
PQ 2 ‐
PQ 5
PQ 6 ‐
PQ 9
9‐Quarter
FR Y‐14A Schedule A.1.d. ‐ 1. Capital ‐ CCAR and 2. Capital ‐ DFAST
Projected in $Millions
Adjusted
Starting
1
Value
Item
As of Date
Sums in $Millions
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Aggregate of items subject to the 15% limit (significant investments, mortgage
servicing assets and deferred tax assets arising from temporary differences)
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
Sum of items 69, 74, and 77
15 percent common equity tier 1 deduction threshold
Sum of items 71, 76, and 79
Item 80 minus item 82
Amount to be deducted from common equity tier 1 due to 15 percent deduction
threshold (greater of item 83 minus item 81 or zero), prior to transition
provisions
Total Assets for the Leverage Ratio (12 CFR 217)
Average total consolidated assets
Deductions from common equity tier 1 capital and additional tier 1 capital
Other deductions from (additions to) assets for leverage ratio purposes
Total assets for the leverage ratio (item 85 minus items 86 and 87)
REGULATORY CAPITAL AND RATIOS
Common equity tier 1 (item 43)
Tier 1 capital per revised regulatory capital rule
Total capital per revised regulatory capital rule
(Advanced approaches holding companies that exit parallel run only): Total
capital per revised regulatory capital rule (item 63)
Total risk‐weighted assets using standardized approach
(Advanced approaches holding companies that exit parallel run only): total risk‐
weighted assets using advanced approaches rules
95
Total assets for the leverage ratio per revised regulatory capital rule (item 88)
96
Supplementary leverage ratio exposure
CASDQ266
CASDQ267
CASDQ268
CASDQ269
‐
‐
‐
‐
CPSDQ266
CPSDQ267
CPSDQ268
CPSDQ269
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASDQ270 ‐
CPSDQ270
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASK3368
CASDP875
CASDB596
CASDA224 ‐
CPSK3368
CPSDP875
CPSDB596
CPSDA224
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
CASDP859 ‐ CPSDP859
CASD8274 ‐ CPSD8274
CASD3792 ‐ CPSD3792
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
CASE3792
CPSE3792
CASDA223
CPSDA223
CASEA223
CPSEA223
CASKA224 ‐ CPSKA224
CASKHK22
CPSKHK22
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
PQ 2 ‐
PQ 5
PQ 6 ‐
PQ 9
9‐Quarter
FR Y‐14A Schedule A.1.d. ‐ 1. Capital ‐ CCAR and 2. Capital ‐ DFAST
Projected in $Millions
Adjusted
Starting
1
Value
Item
As of Date
97
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
CASDP793 #DIV/0!
CPSDP793
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
CASEP793
CASD7206
#DIV/0!
CPSEP793
CPSD7206
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
CASE7206
CASD7205
#DIV/0!
CPSE7206
CPSD7205
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
CASE7205
CASD7204 #DIV/0!
CASKHK23
CPSE7205
CPSD7204
CPSKHK23
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
Schedule HC‐F—Other Assets
105 Net deferred tax assets
CASK2148
CPSK2148
Schedule HC‐G—Other Liabilities
106 Net deferred tax liabilities
CASK3049
CPSK3049
Issuances associated with the U.S. Department of Treasury Capital Purchase
Program:
107 Senior perpetual preferred stock or similar items
108 Warrants to purchase common stock or similar items
CASKG234
CASKG235
CPSKG234
CPSKG235
CASDQ275
CASDLC30
CASDLC31
CASDLC32
CPSDQ275
CPSDLC30
CPSDLC31
CPSDLC32
CASDR648
CPSDR648
Valuation allowances related to deferred tax assets that arise from net operating
111
loss and tax credit carryforwards
CASDR649
CPSDR649
98
99
100
101
102
103
104
Common equity tier 1 ratio (%)
(Advanced approaches holding companies that exit parallel run only): Common
equity tier 1 ratio (%)
Tier 1 capital ratio (%)
(Advanced approaches holding companies that exit parallel run only): Tier 1
capital ratio (%)
Total capital ratio (%)
(Advanced approaches holding companies that exit parallel run only): Total
capital ratio (%)
Tier 1 leverage ratio (%)
Supplementary leverage ratio (%)
Sums in $Millions
Deferred Tax Asset Information
Taxes previously paid that the bank holding company could recover through
allowed carrybacks if the bank holding company's DTAs on net operating loss,
tax credits and temporary differences (both deductible and taxable) fully reverse
at the report date.
109a U.S. Federal Government
109b U.S. State Governments
109c All non‐U.S. tax jursidictions
109
110
Deferred tax assets that arise from net operating loss and tax credit
carryforwards, net of DTLs, but gross of related valuation allowances
111a U.S. Federal Government
111b U.S. State Governments
111c All non‐U.S. tax jursidictions
CASDLC33
CPSDLC33
CASDLC34
CPSDLC34
CASDLC35
CPSDLC35
112 Deferred tax assets arising from temporary differences, net of DTLs
CASDR650
CPSDR650
112a U.S. Federal Government
CASDLC36
CPSDLC36
112b U.S. State Governments
CASDLC37
CPSDLC37
112c All non‐U.S. tax jursidictions
CASDLC38
CPSDLC38
113 Valuation allowances related to DTAs arising from temporary differences
CASDR651
CPSDR651
113a U.S. Federal Government
CASDLC39
CPSDLC39
113b U.S. State Governments
CASDLC40
CASDLC41
CPSDLC40
CPSDLC41
113c All non‐U.S. tax jursidictions
Supplemental Capital Action Information (report in $Millions unless otherwise
noted)***
114 Cash dividends declared on common stock
CASD4460
CPSD4460
115 Common shares outstanding (Millions)
116 Common dividends per share ($)
CASDQ946
CASDQ282 ‐
CPSDQ946
CPSDQ282
‐
‐
‐
‐
‐
‐
‐
‐
‐
PQ 2 ‐
PQ 5
PQ 6 ‐
PQ 9
9‐Quarter
FR Y‐14A Schedule A.1.d. ‐ 1. Capital ‐ CCAR and 2. Capital ‐ DFAST
Projected in $Millions
Adjusted
Starting
1
Value
Item
As of Date
Sums in $Millions
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
117 Issuance of common stock for employee compensation
118 Other issuance of common stock
119 Total issuance of common stock
CASDQ283
CASDQ284
CASDQ285 ‐
CPSDQ283
CPSDQ284
CPSDQ285
‐
‐
‐
‐
‐
‐
‐
‐
‐
120 Share repurchases to offset issuance for employee compensation
121 Other share repurchase
122 Total share repurchases
CASDQ286
CASDQ287
CASDQ288 ‐
CPSDQ286
CPSDQ287
CPSDQ288
‐
‐
‐
‐
‐
‐
‐
‐
‐
Supplemental Information on Trust Preferred Securities Subject to Phase‐Out
from Tier 1 Capital
123 Outstanding trust preferred securities
124 Trust preferred securities included in Item 49
CASKC699
CASDQ289
CPSKC699
CPSDQ289
Memoranda
*Please break out and explain below other adjustments to equity capital:
CASDQ290
125
**The carryback period is the prior two calendar tax years plus any current taxes paid in the year‐to‐date period. Please provide disaggregated data for item 109 as follows:
126 Taxes paid during the fiscal year ended two years ago
CASDQ292
127 Taxes paid during the fiscal year ended one year ago
CASDQ293
128 Taxes paid through the as‐of date of the current fiscal year
CASDQ294
***Please reconcile the Supplemental Capital Action and HI‐A projections (i.e.,
allocate the capital actions among the HI‐A buckets):
CASDQ295
129
Footnotes to the Capital Worksheet
(1) Firms should only use this column to report an adjusted starting value for an item subject to adjustment or deduction in capital impacted by the global market shock.
(2) Institutions that have adopted ASU 2016‐13 should report in item 54 the adjusted allowances for credit losses, as defined in the regulatory capital rule.
PQ 2 ‐
PQ 5
PQ 6 ‐
PQ 9
9‐Quarter
FR Y‐14A Schedule A.2.a ‐ Retail Balance and Loss Projections
As‐of
Item
PQ 1
First Lien Mortgages (in Domestic Offices)
Balances
CASRP381
1a
Balances ‐‐ PCD (1)
CASRKU95
CPSRKU95
2
New originations
CASRP382
CPSRP382
3
Paydowns
CASRP383
CPSRP383
4
Asset Purchases
CASRP384
CPSRP384
5
Asset Sales
CASRP385
CPSRP385
6
Loan Losses
CASRP386
CPSRP386
6a
Loan Losses ‐‐ PCD (1)
CASRKU97
CPSRKU97
Balances
CASRP389
CPSRP389
1
7
Not Applicable
8
Not Applicable
CPSRP381
First Lien HELOANs (in Domestic Offices)
9
9a
Balances ‐‐ PCD (1)
CASRKV00
CPSRKV00
10
New originations
CASRP390
CPSRP390
11
Paydowns
CASRP391
CPSRP391
12
Asset Purchases
CASRP392
CPSRP392
13
Asset Sales
CASRP393
CPSRP393
14
Loan Losses
CASRP394
CPSRP394
14a
Loan Losses ‐‐ PCD (1)
CASRKV02
CPSRKV02
15
Not Applicable
16
Not Applicable
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.2.a ‐ Retail Balance and Loss Projections
As‐of
Item
PQ 1
PQ 2
PQ 3
‐
‐
‐
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
Closed‐End Junior Liens (in Domestic Offices)
17
Balances
CASRP397
CPSRP397
17a
Balances ‐‐ PCD (1)
CASRKV05
CPSRKV05
18
New originations
CASRP398
CPSRP398
19
Paydowns
CASRP399
CPSRP399
20
Asset Purchases
CASRP400
CPSRP400
21
Asset Sales
CASRP401
CPSRP401
22
Loan Losses
CASRP402
CPSRP402
22a
Loan Losses ‐‐ PCD (1)
CASRKV07
CPSRKV07
23
Not Applicable
24
Not Applicable
HELOCs (in Domestic Offices)
25
26
26a
27
27a
28
Balances
Balance from vintages < PQ 1
Balances ‐‐ PCD (1)
CASRP405
‐
CPSRP405
CASRP406
CPSRP406
CASRKV10
CPSRKV10
Balance from vintage PQ 1 ‐ PQ 5
CPSRP407
Balances ‐‐ PCD (1)
CPSRLC42
Balance from vintage PQ 6 ‐ PQ 9
CPSRP408
28a
Balances ‐‐ PCD (1)
29
Paydowns
CASRP409
CPSRP409
30
Asset Purchases
CASRP410
CPSRP410
31
Asset Sales
CASRP411
CPSRP411
32
Loan Losses
CASRP412
CPSRP412
32a
Loan Losses ‐‐ PCD (1)
CASRKV12
CPSRKV12
33
Not Applicable
34
Not Applicable
CPSRLC43
‐
‐
‐
FR Y‐14A Schedule A.2.a ‐ Retail Balance and Loss Projections
As‐of
Item
PQ 1
First Lien Mortgages and HELOANs (International)
35
Balances
CASRP415
CPSRP415
35a
Balances ‐‐ PCD (1)
CASRKV15
CPSRKV15
36
New originations
CASRP416
CPSRP416
37
Paydowns
CASRP417
CPSRP417
38
Asset Purchases
CASRP418
CPSRP418
39
Asset Sales
CASRP419
CPSRP419
40
Loan Losses
CASRP420
CPSRP420
40a
Loan Losses ‐‐ PCD (1)
CASRKV17
CPSRKV17
41
Not Applicable
42
Not Applicable
Closed‐End Junior Liens and HELOCs (International)
43
Balances
CASRP423
CPSRP423
43a
Balances ‐‐ PCD (1)
CASRKV20
CPSRKV20
44
New originations
CASRP424
CPSRP424
45
Paydowns
CASRP425
CPSRP425
46
Asset Purchases
CASRP426
CPSRP426
47
Asset Sales
CASRP427
CPSRP427
48
Loan Losses
CASRP428
CPSRP428
48a
Loan Losses ‐‐ PCD (1)
CASRKV22
CPSRKV22
49
Not Applicable
50
Not Applicable
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.2.a ‐ Retail Balance and Loss Projections
As‐of
Item
PQ 1
PQ 2
PQ 3
‐
‐
‐
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
Corporate Card (Domestic)
51
Balances
CASRP431
CPSRP431
52
Paydowns
CASRP432
CPSRP432
53
Asset Purchases
CASRP433
CPSRP433
54
Asset Sales
CASRP434
CPSRP434
55
Loan Losses
CASRP435
CPSRP435
CASRP436
CPSRP436
Business Card (Domestic)
56
Balances
57
Paydowns
CASRP437
CPSRP437
58
Asset Purchases
CASRP438
CPSRP438
59
Asset Sales
CASRP439
CPSRP439
60
Loan Losses
CASRP440
CPSRP440
Charge Card (Domestic)
61
62
Balances
Balance from vintages < PQ 1
CASRP441
CASRP442
‐
CPSRP441
CPSRP442
63
Balance from vintage PQ 1 ‐ PQ 5
CPSRP443
64
Balance from vintage PQ 6 ‐ PQ 9
CPSRP444
65
Paydowns
CASRP445
CPSRP445
66
Asset Purchases
CASRP446
CPSRP446
67
Asset Sales
CASRP447
CPSRP447
68
Loan Losses
CASRP448
CPSRP448
‐
‐
‐
FR Y‐14A Schedule A.2.a ‐ Retail Balance and Loss Projections
As‐of
Item
PQ 1
PQ 2
PQ 3
‐
‐
‐
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
Bank Card (Domestic)
69
70
71
72
Balances
Balance from vintages < PQ 1
CASRP449
CASRP450
Balance from vintage PQ 1 ‐ PQ 5
‐
CPSRP449
CPSRP450
CPSRP451
Balance from vintage PQ 6 ‐ PQ 9
CPSRP452
73
Paydowns
CASRP453
CPSRP453
74
Asset Purchases
CASRP454
CPSRP454
75
Asset Sales
CASRP455
CPSRP455
76
Loan Losses
CASRP456
CPSRP456
Business and Corporate Card (International)
77
Balances
CASRP457
CPSRP457
78
Paydowns
CASRP458
CPSRP458
79
Asset Purchases
CASRP459
CPSRP459
80
Asset Sales
CASRP460
CPSRP460
81
Loan Losses
CASRP461
CPSRP461
Bank and Charge Card (International)
82
Balances
CASRP462
CPSRP462
83
Paydowns
CASRP463
CPSRP463
84
Asset Purchases
CASRP464
CPSRP464
85
Asset Sales
CASRP465
CPSRP465
86
Loan Losses
CASRP466
CPSRP466
Auto Loans (Domestic)
87
Balances
CASRP467
CPSRP467
88
New originations
CASRP468
CPSRP468
89
Paydowns
CASRP469
CPSRP469
90
Asset Purchases
CASRP470
CPSRP470
91
Asset Sales
CASRP471
CPSRP471
92
Loan Losses
CASRP472
CPSRP472
‐
‐
‐
FR Y‐14A Schedule A.2.a ‐ Retail Balance and Loss Projections
As‐of
Item
PQ 1
Auto Loans (International)
93
Balances
CASRP473
CPSRP473
94
New originations
CASRP474
CPSRP474
95
Paydowns
CASRP475
CPSRP475
96
Asset Purchases
CASRP476
CPSRP476
97
Asset Sales
CASRP477
CPSRP477
98
Loan Losses
CASRP478
CPSRP478
Auto Leases (Domestic)
99
Balances
CASRP479
CPSRP479
100
New originations
CASRP480
CPSRP480
101
Paydowns
CASRP481
CPSRP481
102
Asset Purchases
CASRP482
CPSRP482
103
Asset Sales
CASRP483
CPSRP483
Loan Losses
CASRP484
CPSRP484
104
Auto Leases (International)
105
Balances
CASRP485
CPSRP485
106
New originations
CASRP486
CPSRP486
107
Paydowns
CASRP487
CPSRP487
108
Asset Purchases
CASRP488
CPSRP488
109
Asset Sales
CASRP489
CPSRP489
110
Loan Losses
CASRP490
CPSRP490
Student Loan
111
Balances
CASRP491
CPSRP491
112
New originations
CASRP492
CPSRP492
113
Paydowns
CASRP493
CPSRP493
114
Asset Purchases
CASRP494
CPSRP494
115
Asset Sales
CASRP495
CPSRP495
116
Loan Losses
CASRP496
CPSRP496
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.2.a ‐ Retail Balance and Loss Projections
As‐of
Item
PQ 1
Small Business Loan ‐ Scored (Domestic)
117
Balances
CASRP497
CPSRP497
118
New originations
CASRP498
CPSRP498
119
Paydowns
CASRP499
CPSRP499
120
Asset Purchases
CASRP500
CPSRP500
121
Asset Sales
CASRP501
CPSRP501
Loan Losses
CASRP502
CPSRP502
122
Small Business Loan ‐ Scored (International)
123
Balances
CASRP503
CPSRP503
124
New originations
CASRP504
CPSRP504
125
Paydowns
CASRP505
CPSRP505
126
Asset Purchases
CASRP506
CPSRP506
127
Asset Sales
CASRP507
CPSRP507
Loan Losses
CASRP508
CPSRP508
128
Other Consumer Loans and Leases (Domestic)
129
Balances
CASRP509
CPSRP509
130
New originations
CASRP510
CPSRP510
131
Paydowns
CASRP511
CPSRP511
132
Asset Purchases
CASRP512
CPSRP512
133
Asset Sales
CASRP513
CPSRP513
134
Loan Losses
CASRP514
CPSRP514
Other Consumer Loans and Leases (International)
135
Balances
CASRP515
CPSRP515
136
New originations
CASRP516
CPSRP516
137
Paydowns
CASRP517
CPSRP517
138
Asset Purchases
CASRP518
CPSRP518
139
Asset Sales
CASRP519
CPSRP519
140
Loan Losses
CASRP520
CPSRP520
(1)
Footnotes to the Retail Balance and Loss Projections Worksheet
This item is only reported by institutions that have adopted ASU 2016‐13.
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.3.b ‐ OTTI Methodology and Assumptions for AFS and HTM Securities by Portfolio
Institutions that have not adopted ASU 2016‐13
should continue to report sub‐schedules A.3.b and
A.3.c. Institutions that have adopted ASU 2016‐13
should report sub‐schedules A.3.f and A.3.g.
Threshold for
Determining OTTI
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
Aggregate Cumulative
Lifetime Loss on
Underlying Collateral
(% Original Balance)
Discount Rate
Methodology
Please provide the
name(s) of any vendor(s)
and any vendor model(s)
that are used
Were all securities
reviewed for potential
OTTI (yes/no) for stress
testing?
Macroeconomic/financial
variables used in loss
estimation
AFS and HTM Securities
CASMN243
CCARP084
CPSMN244
CASMN245
CASMN246
CASMN247
CASMN248
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Common stock (equity)
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestic Non‐Agency RMBS
(incl HEL ABS)
Foreign RMBS
Municipal Bond
Mutual Fund
Preferred stock (equity)
Sovereign Bond
US Treasuries & Agencies
Other*
*For 'Other' AFS and HTM securities, please provide name of security type in row 20 above (currently labeled "Other"). Please add additional rows if necessary. If adding additional
rows, please ensure that grand totals sum appropriately.
FR Y‐14A Schedule A.3.c ‐Projected OTTI for AFS and HTM Securities by Portfolio
Institutions that have not adopted ASU 2016‐13
should continue to report sub‐schedules A.3.b
and A.3.c. Institutions that have adopted ASU
2016‐13 should report sub‐schedules A.3.f and
A.3.g.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
AFS and HTM Securities
CCARP084
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Common Stock (Equity)
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestic Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Preferred Stock (Equity)
Sovereign Bond
US Treasuries & Agencies
Other*
GRAND TOTAL
PQ 1
PQ 2
Actual
Amortized
Cost
Accounting
Intent (AFS, (MM/DD/YY
YY)
HTM)
Credit Loss Non‐ Credit
Portion
Loss Portion
CCARP092
CPSPN234
0
CASPP087
0
0
Total OTTI
Credit Loss Non‐ Credit
Portion
Loss Portion
PQ 3
Total OTTI
Credit Loss Non‐ Credit
Portion
Loss Portion
Total OTTI
CPSPN235
CPSPP091 CPSPN234 CPSPN235 CPSPP091 CPSPN234 CPSPN235 CPSPP091
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
0 ‐
0
0 ‐
0
0 ‐
*For 'Other' AFS securities, please provide name of security type in row 20 above (currently labeled "Other"). Please add additional rows if necessary. If adding additional rows, please ensure that grand totals sum
appropriately.
FR Y‐14A Schedule A.3.c ‐Projected OTTI for AFS and HTM Securities by Portfolio
Institutions that have not adopted ASU 2016‐13
should continue to report sub‐schedules A.3.b
and A.3.c. Institutions that have adopted ASU
2016‐13 should report sub‐schedules A.3.f and
A.3.g.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
AFS and HTM Securities
CCARP084
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Common Stock (Equity)
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestic Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Preferred Stock (Equity)
Sovereign Bond
US Treasuries & Agencies
Other*
GRAND TOTAL
PQ 4
PQ 5
Actual
Amortized
Cost
Accounting
Intent (AFS, (MM/DD/YY
YY)
HTM)
Credit Loss Non‐ Credit
Portion
Loss Portion
CCARP092
CPSPN234
0
CASPP087
0
*For 'Other' AFS securities, please provide name of security type in row 20
appropriately.
0
CPSPN235
Total OTTI
Credit Loss Non‐ Credit
Portion
Loss Portion
PQ 6
Total OTTI
Credit Loss Non‐ Credit
Portion
Loss Portion
Total OTTI
CPSPP091 CPSPN234 CPSPN235 CPSPP091 CPSPN234 CPSPN235 CPSPP091
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
0 ‐
0
0 ‐
0
0 ‐
FR Y‐14A Schedule A.3.c ‐Projected OTTI for AFS and HTM Securities by Portfolio
Institutions that have not adopted ASU 2016‐13
should continue to report sub‐schedules A.3.b
and A.3.c. Institutions that have adopted ASU
2016‐13 should report sub‐schedules A.3.f and
A.3.g.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
AFS and HTM Securities
CCARP084
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Common Stock (Equity)
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestic Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Preferred Stock (Equity)
Sovereign Bond
US Treasuries & Agencies
Other*
GRAND TOTAL
PQ 7
PQ 8
Actual
Amortized
Cost
Accounting
Intent (AFS, (MM/DD/YY
YY)
HTM)
Credit Loss Non‐ Credit
Portion
Loss Portion
CCARP092
CPSPN234
0
CASPP087
0
*For 'Other' AFS securities, please provide name of security type in row 20
appropriately.
0
CPSPN235
Total OTTI
Credit Loss Non‐ Credit
Portion
Loss Portion
PQ 9
Total OTTI
Credit Loss Non‐ Credit
Portion
Loss Portion
Total OTTI
CPSPP091 CPSPN234 CPSPN235 CPSPP091 CPSPN234 CPSPN235 CPSPP091
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
0 ‐
0
0 ‐
0
0 ‐
FR Y‐14A Schedule A.3.d ‐ Projected OCI and Fair Value for AFS Securities
Total Actual
Fair Market
Value
MM/DD/YY
CASPP088
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
Beginning Fair Value Projected Beginning Fair Value Projected Beginning Fair Value Projected
Fair Market Rate of
OCI ‐
Fair Market Rate of
OCI ‐
Fair Market Rate of
OCI ‐
Value PQ 1 Change PQ1
PQ 1
Value PQ 2 Change PQ2
PQ 2
Value PQ 3 Change PQ3
PQ 3
CPSPS677 CPSPS678 CPSPB530 CPSPS677 CPSPS678 CPSPB530 CPSPS677 CPSPS678 CPSPB530
AFS Securities
CCARP084
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Common Stock (Equity)
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestic Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Preferred Stock (Equity)
Sovereign Bond
US Treasuries & Agencies
Other*
GRAND TOTAL
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
* For 'Other' AFS securities, please provide name of security type in row 20 above (currently labeled "Other"). Please add additional rows if necessary. If adding additional
rows, please ensure that grand totals sum appropriately.
FR Y‐14A Schedule A.3.d ‐ Projected OCI and Fair Value for AFS Securities
Projected OCI Based on Macro‐Economic Scenario
Beginning Fair Value Projected Beginning Fair Value Projected Beginning Fair Value Projected Beginning Fair Value Projected
Fair Market Rate of
OCI ‐
Fair Market Rate of
OCI ‐
Fair Market Rate of
OCI ‐
Fair Market Rate of
OCI ‐
Value PQ 4 Change PQ4
PQ 4
Value PQ 5 Change PQ5
PQ 5
Value PQ 6 Change PQ6
PQ 6
Value PQ 7 Change PQ7
PQ 7
CPSPS677 CPSPS678 CPSPB530 CPSPS677 CPSPS678 CPSPB530 CPSPS677 CPSPS678 CPSPB530 CPSPS677 CPSPS678 CPSPB530
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
AFS Securities
CCARP084
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Common Stock (Equity)
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestic Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Preferred Stock (Equity)
Sovereign Bond
US Treasuries & Agencies
Other*
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
GRAND TOTAL
* For 'Other' AFS securities, please pro
rows, please ensure that grand totals
FR Y‐14A Schedule A.3.d ‐ Projected OCI and Fair Value for AFS Securities
Beginning Fair Value Projected Beginning Fair Value Projected
Fair Market Rate of
OCI ‐
Fair Market Rate of
OCI ‐
Value PQ 8 Change PQ8
PQ 8
Value PQ 9 Change PQ9
PQ 9
CPSPS677 CPSPS678 CPSPB530 CPSPS677 CPSPS678 CPSPB530
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
Total
Projected
OCI in all
Quarters
Estimated Total Fair
Market Value after OCI
Shock applied to all
Quarters
CPSPP088
AFS Securities
CCARP084
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Common Stock (Equity)
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestic Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Preferred Stock (Equity)
Sovereign Bond
US Treasuries & Agencies
Other*
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
GRAND TOTAL
* For 'Other' AFS securities, please pro
rows, please ensure that grand totals
FR Y‐14A Schedule A.3.e ‐ AFS and HTM Fair Market Value Sources by Portfiolio
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
AFS and HTM Securities
CCARP084
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Common Stock (Equity)
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestic Non‐Agency RMBS (incl HEL ABS)
Foreign RMBS
Municipal Bond
Mutual Fund
Preferred Stock (Equity)
Sovereign Bond
US Treasuries & Agencies
Other*
Principal Market Value Source
Please state whether a vendor or proprietary model is
used. If using a 3rd party vendor, please provide the
name(s) of the 3rd party vendor(s).
CASMN240
In general, how often are securities normally
marked (e.g., daily, weekly, quarterly, etc.)?
CASMN241
*For 'Other' AFS and HTM securities, please provide name of security type in row 20 above (currently labeled "Other"). Please add additional rows if necessary. If adding additional
rows, please ensure that grand totals sum appropriately.
FR Y‐14A Schedule A.3.f ‐ Expected Credit Loss and Provision for Credit Loss ‐‐ HTM securities
HTM Securities
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
CCARP084
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestric Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Sovereign Bond
US Treasuries & Agencies
Other1
Grand Total
Note
1. Please provide name of security type in row 18 above
(currently labeled 'other'). Please add additional rows if
necessary. If adding additional rows, please ensure that
grand totals sum appropriately.
Actual Amortized
Cost
(MM/DD/YYYY)
Total Allowance
for Credit Loss
(MM/DD/YYYY)
CASSLC44
CASSLC14
PQ1
Projected
Provision for
Amortized Cost
Credit Loss
CPSSLC45
CPSSLC44
FR Y‐14A Schedule A.3.f ‐ Expected Credit Loss and Provision for Credit Loss ‐‐ HTM securities
PQ2
HTM Securities
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
CCARP084
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestric Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Sovereign Bond
US Treasuries & Agencies
Other1
Grand Total
Note
1. Please provide name of security type in row 18 above
(currently labeled 'other'). Please add additional rows if
necessary. If adding additional rows, please ensure that
grand totals sum appropriately.
Projected
Provision for
Amortized Cost
Credit Loss
CPSSLC45
CPSSLC44
PQ3
Projected
Provision for
Amortized Cost
Credit Loss
CPSSLC45
CPSSLC44
FR Y‐14A Schedule A.3.f ‐ Expected Credit Loss and Provision for Credit Loss ‐‐ HTM securities
PQ4
HTM Securities
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
CCARP084
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestric Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Sovereign Bond
US Treasuries & Agencies
Other1
Grand Total
Note
1. Please provide name of security type in row 18 above
(currently labeled 'other'). Please add additional rows if
necessary. If adding additional rows, please ensure that
grand totals sum appropriately.
Projected
Provision for
Amortized Cost
Credit Loss
CPSSLC45
CPSSLC44
PQ5
Projected
Provision for
Amortized Cost
Credit Loss
CPSSLC45
CPSSLC44
FR Y‐14A Schedule A.3.f ‐ Expected Credit Loss and Provision for Credit Loss ‐‐ HTM securities
PQ6
HTM Securities
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
CCARP084
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestric Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Sovereign Bond
US Treasuries & Agencies
Other1
Grand Total
Note
1. Please provide name of security type in row 18 above
(currently labeled 'other'). Please add additional rows if
necessary. If adding additional rows, please ensure that
grand totals sum appropriately.
Projected
Provision for
Amortized Cost
Credit Loss
CPSSLC45
CPSSLC44
PQ7
Projected
Provision for
Amortized Cost
Credit Loss
CPSSLC45
CPSSLC44
FR Y‐14A Schedule A.3.f ‐ Expected Credit Loss and Provision for Credit Loss ‐‐ HTM securities
PQ8
HTM Securities
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
CCARP084
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestric Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Sovereign Bond
US Treasuries & Agencies
Other1
Grand Total
Note
1. Please provide name of security type in row 18 above
(currently labeled 'other'). Please add additional rows if
necessary. If adding additional rows, please ensure that
grand totals sum appropriately.
Projected
Provision for
Amortized Cost
Credit Loss
CPSSLC45
CPSSLC44
PQ9
Projected
Provision for
Amortized Cost
Credit Loss
CPSSLC45
CPSSLC44
FR Y‐14A Schedule A.3.g ‐ Expected Credit Loss and Provision for Credit Loss ‐‐ AFS securities
PQ1
AFS Securities
CCARP084
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestric Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Sovereign Bond
US Treasuries & Agencies
2
18 Other
19 Grand Total
Note
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
1. Please do not include Expected lifetime loss for securites
intended to sell or will be required to sell before the recovery
of Amortized Cost.
2. Please provide name of security type in row 18 above
(currently labeled 'other'). Please add additional rows if
necessary. If adding additional rows, please ensure that grand
totals sum appropriately.
Actual Amortized
Cost
(MM/DD/YYYY)
CASSLC44
Total Allowance
for Credit Loss
(MM/DD/YYYY)
CASSLC14
Projected Expected credit
Amortized Cost loss before
applying the fair
1
value floor
CPSSLC46
CPSSLC44
Provision for
Credit Loss
CPSSLC45
FR Y‐14A Schedule A.3.g ‐ Expected Credit Loss and Provision for Credit Loss ‐‐ AFS securities
PQ2
AFS Securities
CCARP084
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestric Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Sovereign Bond
US Treasuries & Agencies
2
18 Other
19 Grand Total
Note
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
1. Please do not include Expected lifetime loss for securites
intended to sell or will be required to sell before the recovery
of Amortized Cost.
2. Please provide name of security type in row 18 above
(currently labeled 'other'). Please add additional rows if
necessary. If adding additional rows, please ensure that grand
totals sum appropriately.
Projected Expected credit
Amortized Cost loss before
applying the fair Provision for
1
Credit Loss
value floor
CPSSLC46
CPSSLC45
CPSSLC44
PQ3
Projected Expected credit
Amortized Cost loss before
applying the
Provision for
1
fair value floor Credit Loss
CPSSLC46
CPSSLC45
CPSSLC44
FR Y‐14A Schedule A.3.g ‐ Expected Credit Loss and Provision for Credit Loss ‐‐ AFS securities
PQ4
AFS Securities
CCARP084
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestric Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Sovereign Bond
US Treasuries & Agencies
2
18 Other
19 Grand Total
Note
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
1. Please do not include Expected lifetime loss for securites
intended to sell or will be required to sell before the recovery
of Amortized Cost.
2. Please provide name of security type in row 18 above
(currently labeled 'other'). Please add additional rows if
necessary. If adding additional rows, please ensure that grand
totals sum appropriately.
Projected Expected credit
Amortized Cost loss before
applying the fair Provision for
1
Credit Loss
value floor
CPSSLC46
CPSSLC45
CPSSLC44
PQ5
Projected
Amortized Cost
CPSSLC44
Expected credit
loss before
applying the
Provision for
1
fair value floor Credit Loss
CPSSLC46
CPSSLC45
FR Y‐14A Schedule A.3.g ‐ Expected Credit Loss and Provision for Credit Loss ‐‐ AFS securities
PQ6
AFS Securities
CCARP084
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestric Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Sovereign Bond
US Treasuries & Agencies
2
18 Other
19 Grand Total
Note
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
1. Please do not include Expected lifetime loss for securites
intended to sell or will be required to sell before the recovery
of Amortized Cost.
2. Please provide name of security type in row 18 above
(currently labeled 'other'). Please add additional rows if
necessary. If adding additional rows, please ensure that grand
totals sum appropriately.
Projected Expected credit
Amortized Cost loss before
applying the fair Provision for
1
Credit Loss
value floor
CPSSLC46
CPSSLC45
CPSSLC44
PQ7
Projected Expected credit
Amortized Cost loss before
applying the fair Provision for
1
value floor
Credit Loss
CPSSLC46
CPSSLC45
CPSSLC44
FR Y‐14A Schedule A.3.g ‐ Expected Credit Loss and Provision for Credit Loss ‐‐ AFS securities
PQ8
AFS Securities
CCARP084
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestric Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Sovereign Bond
US Treasuries & Agencies
2
18 Other
19 Grand Total
Note
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
1. Please do not include Expected lifetime loss for securites
intended to sell or will be required to sell before the recovery
of Amortized Cost.
2. Please provide name of security type in row 18 above
(currently labeled 'other'). Please add additional rows if
necessary. If adding additional rows, please ensure that grand
totals sum appropriately.
Expected
credit loss
Projected before
Amortized Cost applying the
fair value
1
floor
CPSSLC46
CPSSLC44
PQ9
Provision for
Credit Loss
CPSSLC45
Projected Expected credit
Amortized Cost loss before
applying the fair Provision for
1
value floor
Credit Loss
CPSSLC46
CPSSLC45
CPSSLC44
FR Y‐14A Schedule A.4 ‐ Trading
P/L Results in $Millions
(report profits as positive values and losses as negative values)
1 Equity
1A
Delta/Gamma
1B
Vega
1C
Dividends
1D
Correlation
1E
Vanna (dVega / dSpot )
1F
Volgamma (dVega / dVol )
1G
Skew (moneyness)
1H
Higher order
1I
Other (Please describe in documentation)
CPSSLD42
CPSSLD43
CPSSLD44
CPSSLD45
CPSSLD46
CPSSLD47
CPSSLD48
CPSSLD49
CPSSLD50
CPSSLD51
2 FX
2A
Delta/Gamma
2B
Vega
2C
Higher order
2D
Other (Please describe in documentation)
CPSSLD52
CPSSLD53
CPSSLD54
CPSSLD55
CPSSLD56
3 Rates
3A
Delta/Gamma
3B
Vega
3C
Swap Spreads
3D
Basis Spreads
3E
Cross Currency Basis
3F
Inflation
3G
Higher order
CPSSLD57
CPSSLD58
CPSSLD59
CPSSLD60
CPSSLD61
CPSSLD62
CPSSLD63
CPSSLD64
(A)
(B)
(C)
Trading
CVA Hedges
Total
FR Y‐14A Schedule A.4 ‐ Trading
Other (Please describe in documentation)
CPSSLD65
4 Commodities
4A
Oil Products
4B
Natural Gas
4C
Power
4D
Emissions
4E
Coal
4F
Dry Freight
4G
Structured Products
4H
Precious Metals
4I
Base Metals
4J
Ags & Softs
4K
Indices
4L
Higher order
4M
Other (Please describe in documentation)
CPSSLD66
CPSSLD67
CPSSLD68
CPSSLD69
CPSSLD70
CPSSLD71
CPSSLD72
CPSSLD73
CPSSLD74
CPSSLD75
CPSSLD76
CPSSLD77
CPSSLD78
CPSSLD79
3H
5 Securitized Products
Non‐Agency RMBS (exclude Whole Loans)
5A
5B
Residential Whole Loans
5C
ABS
5D
CMBS (exclude Whole Loans)
5E
CRE Whole Loans
5F
Corporate CDO/CLO
5G
Warehouse
5H
Agencies
5I
Higher order
5J
Other (Please describe in documentation)
CPSSLD80
CPSSLD81
CPSSLD82
CPSSLD83
CPSSLD84
CPSSLD85
CPSSLD86
CPSSLD87
CPSSLD88
CPSSLD89
CPSSLD90
(A)
Trading
(B)
CVA Hedges
(C)
Total
FR Y‐14A Schedule A.4 ‐ Trading
6
Other Credit
CPSSLD91
7
7A
7B
7C
7D
7E
7F
7G
7H
7I
Corporate Credit (Advanced)
Bonds
Loans
Single‐Name CDS
Loan CDS
Covered Bonds
Indices
Index Tranches
Index Options
Other/Unspecified
CPSSLD92
CPSSLD93
CPSSLD94
CPSSLD95
CPSSLD96
CPSSLD97
CPSSLD98
CPSSLD99
CPSSLE00
CPSSLE01
8
8A
8B
8C
8D
8E
8F
8G
8H
8I
Corporate Credit (Emerging Markets)
Bonds
Loans
Single‐Name CDS
Loan CDS
Covered Bonds
Indices
Index Tranches
Index Options
Other/Unspecified
CPSSLE02
CPSSLE03
CPSSLE04
CPSSLE05
CPSSLE06
CPSSLE07
CPSSLE08
CPSSLE09
CPSSLE10
CPSSLE11
9
9A
9B
9C
Sovereign Credit
Advanced Economies
Emerging Europe
LatAm & Caribbean
CPSSLE12
CPSSLE13
CPSSLE14
CPSSLE15
(A)
(B)
(C)
Trading
CVA Hedges
Total
FR Y‐14A Schedule A.4 ‐ Trading
9D
9E
9F
9G
Asia ex Japan
Middle East/North Africa
Sub‐Saharan Africa
Supranationals
CPSSLE16
CPSSLE17
CPSSLE18
CPSSLE19
Munis
ARS
Base Correlation
Higher order
Other (Please describe in documentation)
CPSSLE20
CPSSLE21
CPSSLE22
CPSSLE23
CPSSLE24
15 Private Equity
15A
Funded
15B
Unfunded
15C
Other (Please describe in documentation)
CPSSLE25
CPSSLE26
CPSSLE27
CPSSLE28
10
11
12
13
14
16 Other Fair Value Assets
Debt
16A
16B
Equity
16C
Other (Please describe in documentation)
CPSSLE29
CPSSLE30
CPSSLE31
CPSSLE32
17
Cross Asset Terms
CPSSLE33
18
TOTAL
CPSSLE34
(A)
Trading
(B)
CVA Hedges
(C)
Total
FR Y‐14A Schedule A.5 ‐ Counterparty Credit Risk
$Millions
Losses should be reported as a positive value.
1 Trading Issuer Default Losses
1a
Trading Issuer Default losses from securitized products
1b
Trading Issuer Default losses from other credit sensitive instruments
CPSSN989
CPSSN990
CPSSN991
‐
2 Counterparty Credit MTM Losses (CVA losses)
2a
Counterparty CVA losses
2b
Offline reserve CVA losses
CPSSN992
CPSSN993
CPSSN994
‐
3 Counterparty Default Losses
3a
Impact of Counterparty Default hedges
CPSSN995
CPSSN996
4 Other Counterparty Losses
CPSSN997
5 Funding Valuation Adjustment (FVA)
CPSSJA24
FR Y‐14A Schedule A.6 ‐ Operational Risk Scenario Inputs and Projections
Risk Segment
CPSSN962
Contribution
($millions)
PQ 1
Total ($millions) $ ‐
Note: Please add more rows if needed.
PY 1
PQ 2
$ ‐
PQ 3
$ ‐
Total
($millions)
PY 2
PQ 4
$ ‐
PQ 5
CPSNQ945
$ ‐
PQ 6
$ ‐
PQ 7
$ ‐
PQ 8
$ ‐
PQ 9
$ ‐
$ ‐
$ ‐
$ ‐
$ ‐
$ ‐
FR Y‐14A Schedule A.7.a ‐ PPNR Projections
Please indicate if deposits are 25% or more of total liabilities
Net Interest Income Designation Field ‐ Populated Automatically
Projected in $Millions
FR Y9C Codes
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
Net Interest Income by Business Segment: (17)
1
1A
1B
1C
Retail and Small Business
Domestic (11)
Credit and Charge Cards (10)
Mortgages
1D
1E
1F
1G
2
3
4
5
5A
5B
6
7
8
9
10
11
12
Home Equity
Retail and Small Business Deposits
Other Retail and Small Business Lending
International Retail and Small Business (16)
Commercial Lending
Investment Banking
Merchant Banking / Private Equity
Sales and Trading
Prime Brokerage
Other
Investment Management
Investment Services
Treasury Services
Insurance Services
Retirement / Corporate Benefits Products
Corporate / Other
Optional Immaterial Business Segments (7)
CPSNQ159
CPSNQ160
CPSNQ161
CPSNQ162
CPSNQ163
CPSNQ164
CPSNQ165
CPSNQ166
CPSNQ167
CPSNQ168
CPSNQ169
CPSNQ170
CPSNQ171
CPSNQ172
CPSNQ173
CPSNQ174
CPSNQ175
CPSNQ176
CPSNQ177
CPSNQ178
CPSNQ179
13
Total Net Interest Income (1)
CPSN4074
FR Y‐14A Schedule A.7.a ‐ PPNR Projections
Projected in $Millions
FR Y9C Codes
14
14A
14B
14C
14D
14E
14F
14G
14H
14I
14J
14K
14L
14M
14N
14O
14P
14Q
14R
14S
14T
15
16
16A
16B
16C
16D
17
17A
17B
17C
Non Interest Income by Business Segment: (17)
Retail and Small Business
Domestic
Credit and Charge Cards (10)
Credit and Charge Card Interchange Revenues ‐ Gross
Other
Mortgages and Home Equity
Production
Gains/(Losses) on Sale (18)
Other
Servicing
Servicing & Ancillary Fees
MSR Amortization (20)
CPSNQ180
CPSNQ181
CPSNQ182
CPSNQ183
CPSNQ184
CPSNQ185
CPSNQ186
CPSNQ187
CPSNQ188
CPSNQ189
CPSNQ190
CPSNQ191
MSR Value Changes due to Changes in Assumptions/Model Inputs/Other
Net of Hedge Performance (19)(21)
CPSNQ192
Other
CPSNQ193
Provisions to Repurchase Reserve / Liability for Residential Mortgage
Representations and Warranties (contra‐revenue) (12)
Retail and Small Business Deposits
Non Sufficient Funds / Overdraft Fees ‐ Gross
Debit Interchange ‐ Gross
Other (22)
Other Retail and Small Business Lending
International Retail and Small Business (16)
Commercial Lending
Investment Banking
Advisory
Equity Capital Markets
Debt Capital Markets
Syndicated / Corporate Lending
Merchant Banking / Private Equity
Net Investment Mark‐to‐Market
Management Fees
Other
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSNQ194
CPSNQ195
CPSNQ196
CPSNQ197
CPSNQ198
CPSNQ199
CPSNQ200
CPSNQ201
CPSNQ202
CPSNQ203
CPSNQ204
CPSNQ205
CPSNQ206
CPSNQ207
CPSNQ208
CPSNQ209
CPSNQ210
FR Y‐14A Schedule A.7.a ‐ PPNR Projections
Projected in $Millions
FR Y9C Codes
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
18
18A
18B
18C
18D
18E
18F
18G
18H
18I
18J
18K
18L
18M
19
19A
19B
20
20A
20B
20C
20D
20E
21
22
23
24
25
Sales and Trading
Equities
Commission and Fees
Other (23)
Fixed Income
Rates
Credit
Other
Commodities
Commission and Fees
Other
Prime Brokerage
Commission and Fees
Other
Investment Management
Asset Management
Wealth Management / Private Banking
Investment Services
Asset Servicing
Securities Lending
Other
Issuer Services
Other
Treasury Services
Insurance Services
Retirement / Corporate Benefits Products
Corporate / Other
Optional Immaterial Business Segments (7)
CPSNQ211
CPSNQ212
CPSNQ213
CPSNQ214
CPSNQ215
CPSNQ216
CPSNQ217
CPSNQ218
CPSNQ219
CPSNQ220
CPSNQ221
CPSNQ222
CPSNQ223
CPSNQ224
CPSNQ225
CPSNQ226
CPSNQ227
CPSNQ228
CPSNQ229
CPSNQ230
CPSNQ231
CPSNQ232
CPSNQ233
CPSNQ234
CPSNQ235
CPSNQ236
CPSNQ237
CPSNQ238
26
Total Non‐Interest Income (2) (26)
CPSN4079
‐
‐
‐
‐
‐
‐
‐
‐
‐
27
Total Revenues
CPSNQ239
‐
‐
‐
‐
‐
‐
‐
‐
‐
FR Y‐14A Schedule A.7.a ‐ PPNR Projections
Projected in $Millions
FR Y9C Codes
36
37
Non Interest Expense:
Compensation Expense
Salary (14)
Benefits (14)
Commissions (6)
Stock Based Compensation
Cash Variable Pay
Operational Risk Expense (8)
Provisions to Repurchase Reserve / Liability for Residential Mortgage
Representations and Warranties (12)
Professional and Outside Services Expenses (13)
Expenses of Premises and Fixed Assets
Amortization Expense and Impairment Losses for Other Intangible Assets
Marketing Expense
Domestic Credit and Charge Card Marketing Expense (10)(15)(17)
Other
Other Real Estate Owned Expense
Provision for Unfunded Off‐Balance Sheet Credit Exposures (to build/decrease
item 141 (BHCKB557) in Balance Sheet)
Other Non‐Interest Expense (4)
38
Total Non‐Interest Expense (3)
28
28A
28B
28C
28D
28E
29
30
31
32
33
34
34A
34B
35
39
Projected PPNR (5)
40
41
42
Valuation Adjustment for firm's own debt under fair value option (FVO) (9) (27)
Goodwill Impairment
Loss resulting from trading shock exercise (if applicable) (24) (25)
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSNP630
‐
‐
‐
‐
‐
‐
‐
‐
‐
BHCK4074‐
BHCK4079‐
BHCK4093+B CPSNP631
HCKC216‐
Line Item 40
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSNQ240
CPSNQ241
CPSNQ242
CPSNQ243
CPSNQ244
CPSNQ245
CPSNQ246
CPSNQ247
BHCK4217
BHCKC232
CPSNQ248
CPSN4217
CPSNC232
CPSNQ249
CPSNQ250
CPSNQ251
CPSNQ252
CPSNQ253
CPSNQ254
BHCKC216
CPSNQ255
CPSNC216
CPSNQ256
FR Y‐14A Schedule A.7.a ‐ PPNR Projections
Projected in $Millions
FR Y9C Codes
PQ 1
PQ 2
PQ 3
Footnotes to the PPNR Projections Worksheet
(1)
Amount should equal item 49 of the PPNR NII Worksheet, if completed.
(2)
Excludes Valuation Adjustment for firm's own debt under fair value option (FVO) in item 40.
(3)
Excludes Goodwill Impairment included in item 41.
(4)
Provide a further break out of significant items included in Other Non‐Interest Expense such that no more than 5% of Non
Interest Expense are reported without further breakout:
CPSNQ947
CPSNQ949
CPSNQ951
CPSNQ953
CPSNQ955
CPSNQ957
CPSNQ959
CPSNQ961
CPSNQ963
CPSNQ965
CPSNQ967
(5)
(6)
(7)
CPSNQ948
CPSNQ950
CPSNQ952
CPSNQ954
CPSNQ956
CPSNQ958
CPSNQ960
CPSNQ962
CPSNQ964
CPSNQ966
CPSNQ968
By definition, PPNR will calculate as Net Interest Income plus Non‐Interest Income less Non‐Interest Expense, excluding items broken out in items40‐41.
Report commissions only in "Commissions" line item 28C; do not report commissions in any other compensation line items
See instructions for guidance on related thresholds. List segments included in this line item
CPSNQ969
(8)
All operational loss items, including operational losses that are contra revenue amounts or cannot be separately identified,
should be reported in the operational risk expense. Any legal consultation or retainer fees specifically linked to an operational
risk event should be included in the Operational Risk Expense. Include all Provisions to Litigation Reserves / Liability for Claims
related to Sold Residential Mortgages and all Litigation Settlements & Penalties in this line item and not any other items.
(9)
List segments from which item was excluded:
CPSNQ970
(10)
(11)
(12)
Include domestic BHC/IHC/SLHC issued credit and charge cards including those that result from a partnership agreement.
Applies to line items 1A‐1F; US and Puerto Rico only.
Provisions to build any non‐litigation reserves/accrued liabilities that have been established for losses related to sold or
government‐insured residential mortgage loans (first or second lien). Do not report such provisions in any other items; report
them only in line items 14N or 30, as applicable.
(13)
Include routine legal expenses (i.e legal expenses not related to operational losses) here.
(14)
(15)
Do not report stock based and cash variable pay compensation here.
Include both direct and allocated expenses. Report any expenses that are made to expand the company’s card member and/or merchant base,
facilitate greater segment penetration, enhance the perception of the company’s credit card brand, and/or increase the utilization of the existing card
member base across the spectrum of marketing and advertising mediums.
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.7.a ‐ PPNR Projections
Projected in $Millions
FR Y9C Codes
PQ 1
PQ 2
PQ 3
(16)
(17)
(18)
Revenues from regions outside the US and Puerto Rico.
See Instructions for description of standardized Business Segments/Lines. Unless specified otherwise, all numbers are global
Gains/(Losses) from the sale of mortgages and home equity originated through all production channels (retail, broker, correspondent, etc.) with the
intent to sell. Such gains/losses should include deferred fees and costs that are reported as adjustments to the carrying balance of the sold loan, fair
value changes on loan commitments with rate locks that are accounted for as derivatives, fair value changes on mortgage loans held‐for‐sale
designated for fair value treatment, lower‐of‐cost or market adjustments on mortgage loans held‐for‐sale not designated for fair value treatment, fair
value changes on derivative instruments used to hedge loan commitments and held‐of‐sale mortgages, and value associated with the initial
capitalization of the MSR upon sale of the loan.
(19)
(20)
(21)
(22)
Report changes in the MSR value here and not in any other items. Report changes in the MSR hedges here and not in any other items
Include economic amortization or scheduled and unscheduled payments, net of defaults under both FV and LOCOM accounting methods
Include MSR changes under both FV and LOCOM accounting methods.
Among items included here are debit card contra‐revenues and overdraft waivers, as applicable.
(23)
Report all Non‐Interest Income for Equities Sales and Trading, excluding Prime Brokerage (to be reported as a separate line item) and excluding
Commissions and Fees. This includes trading profits and other non‐interest non‐commission income.
(24)
(25)
Respondents should not report changes in value of the MSR asset or hedges within the trading book
List segments from which item was excluded:
CPSNQ971
(26)
(27)
Exclude result of trading shock exercise (where applicable), as it is reported in item 42.
List FR Y‐9C HI Schedule items in which this item is normally reported although excluded from PPNR for this report
CPSNQ972
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.7.b ‐ PPNR Net Interest Income
Please indicate if deposits are 25% or more of total liabilities
Net Interest Income Designation Field ‐ Populated Automatically
1
2
2A
2B
3
4
5
6
6A
6B
6C
AverageAsset Balances ($Millions) (1)
First Lien Residential Mortgages (in Domestic Offices)
Second / Junior Lien Residential Mortgages (in Domestic Offices)
Closed‐End Junior Liens
Home Equity Lines Of Credit (HELOCs)
C&I Loans (7)
CRE Loans (in Domestic Offices)
Credit Cards
Other Consumer
Auto Loans
Student Loans
Other, incl. loans backed by securities (non‐purpose lending)
CPSNP975
CPSNP976
CPSNP977
CPSNP978
CPSNP979
CPSNP980
CPSNP981
CPSNP982
CPSNP983
CPSNP984
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 1
PQ 2
PQ 3
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSNP985
7
Real Estate Loans (Not in Domestic Offices)
CPSNP986
7A
7B
8
9
10
11
12
13
14
15
16
Residential Mortgages (First and Second Lien)
Other
Other Loans & Leases (10)
Nonaccrual Loans (5)
Securities (AFS and HTM) ‐ Treasuries and Agency Debentures
Securities (AFS and HTM) ‐ Agency RMBS (both CMOs and pass‐throughs)
Securities (AFS and HTM) ‐ Other
Trading Assets
Deposits with Banks & Other
Other Interest/Dividend Bearing Assets (2)
Other Assets
CPSNP987
CPSNP988
CPSNP989
CPSNP990
CPSNP991
CPSNP992
CPSNP993
CPSNP994
CPSNP995
CPSNP996
CPSNP997
17
Total Average Asset Balances
CPSNP998
FR Y‐14A Schedule A.7.b ‐ PPNR Net Interest Income
18
19
19A
19B
20
21
22
23
23A
23B
23C
24
24A
24B
25
26
27
28
29
30
31
32
Average Rates Earned (%) (9)
First Lien Residential Mortgages (in Domestic Offices)
Second / Junior Lien Residential Mortgages (in Domestic Offices)
Closed‐End Junior Liens
HELOCs
C&I Loans (7)
CRE Loans (in Domestic Offices)
Credit Cards
Other Consumer
Auto Loans
Student Loans
Other, incl. loans backed by securities (non‐purpose lending
Real Estate Loans (Not in Domestic Offices)
Residential Mortgages (First and Second Lien)
Other
Other Loans & Leases
Nonaccrual Loans (5)
Securities (AFS and HTM) ‐ Treasuries and Agency Debentures
Securities (AFS and HTM) ‐ Agency RMBS (both CMOs and pass‐throughs)
Securities (AFS and HTM) ‐ Other
Trading Assets
Deposits with Banks & Other
Other Interest/Dividend Bearing Assets
CPSNP999
‐
CPSNQ002
CPSNQ003
CPSNQ004
CPSNQ005
CPSNQ006
‐
CPSNQ008
CPSNQ009
CPSNQ010
‐
CPSNQ012
CPSNQ013
CPSNQ014
CPSNQ015
CPSNQ016
CPSNQ017
CPSNQ018
CPSNQ019
CPSNQ020
CPSNQ021
33
Total Interest Income
CPSNQ022
PQ 1
PQ 2
PQ 3
‐
‐
‐
Projected in $Millions
PQ 4
PQ 5
PQ 6
‐
‐
‐
PQ 7
PQ 8
PQ 9
‐
‐
‐
FR Y‐14A Schedule A.7.b ‐ PPNR Net Interest Income
34
34A
34B
34C
34D
34E
35
35A
35B
36
36A
36B
36C
37
38
Average Liability Balances ($Millions)
Deposits‐Domestic (6)
Non‐Interest‐Bearing Demand
Money Market Accounts
Savings
NOW, ATS, and other Transaction Accounts
Time Deposits
Deposits‐Foreign (6)
Foreign Deposits
Foreign Deposits‐Time
Fed Funds, Repos, & Other Short Term Borrowing
Fed Funds
Repos
Other Short Term Borrowing (11)
Trading Liabilities
CPSNQ023
CPSNQ024
CPSNQ025
CPSNQ026
CPSNQ027
CPSNQ028
CPSNQ029
CPSNQ030
CPSNQ031
CPSNQ032
CPSNQ033
CPSNQ034
CPSNQ035
CPSNQ036
CPSNQ037
39
40
Subordinated Notes Payable to Unconsolidated Trusts Issuing Trust Preferred
Securities (TruPS) and TruPS Issued by Consolidated Special Purpose Entities
Other Interest‐Bearing Liabilities (3)(11)
Other Liabilities (11)
CPSNQ038
CPSNQ039
41
Total Average Liability Balances
CPSNQ040
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 1
PQ 2
PQ 3
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
FR Y‐14A Schedule A.7.b ‐ PPNR Net Interest Income
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
47
Average Liability Rates (%) (9)
Deposits‐Domestic (6)
Non‐Interest‐Bearing Demand (8)
Money Market Accounts
Savings
Negotiable Order of Withdrawal (NOW), Automatic Transfer Service (ATS), and
other Transaction Accounts
Time Deposits
Deposits‐Foreign (6)
Foreign Deposits
Foreign Deposits‐Time
Fed Funds, Repos, & Other Short Term Borrowing
Fed Funds
Repos
Other Short Term Borrowing
Trading Liabilities
Subordinated Notes Payable to Unconsolidated Trusts Issuing TruPS and TruPS
Issued by Consolidated Special Purpose Entities
Other Interest‐Bearing Liabilities (3)(11)
48
Total Interest Expense
CPSNQ057
‐
‐
‐
‐
‐
‐
‐
‐
‐
49
Total Net Interest Income (4)
CPSS4074
‐
‐
‐
‐
‐
‐
‐
‐
‐
42
42A
42B
42C
42D
42E
43
43A
43B
44
44A
44B
44C
45
46
0.0%
CPSNQ042
CPSNQ043
CPSNQ044
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
CPSNQ045
CPSNQ046
0.0%
CPSNQ048
CPSNQ049
0.0%
CPSNQ051
CPSNQ052
CPSNQ053
CPSNQ054
CPSNQ055
CPSNQ056
FR Y‐14A Schedule A.7.b ‐ PPNR Net Interest Income
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
Footnotes to the Net Interest Income Worksheet
Exclude nonaccrual loans from lines 1‐8, reporting these balances in item 9. Include purchased credit impaired loans.
(1)
(2)
CPSNQ973
CPSNQ975
CPSNQ977
CPSNQ979
CPSNQ981
Break out and explain nature of significant items included in Other Interest/Dividend Bearing Assets such that no more than 5% of total Average Asset Balances are reported without a further breakout.
CPSNQ974
CPSNQ976
CPSNQ978
CPSNQ980
CPSNQ982
(4)
Break out and explain nature of significant items included in All Other Interest Bearing Liabilities Balances such that no more than 5% of total Liability Balances are reported without a further breakout.
CPSNQ984
CPSNQ986
CPSNQ988
CPSNQ990
CPSNQ992
Amount should equal item 13 of the PPNR Projections Worksheet.
(5)
(6)
(7)
(8)
(9)
(10)
(11)
Institutions are to provide additional details within the supporting documentation; the composition of the non‐accrual loans by key loan type over the reported time periods for each of the scenarios.
A sum of average domestic and foreign deposits should be equal to a sum of average BHDM6631, BHDM6636, BHFN6631, and BHFN6636.
Report C&I Graded, Small Business (Scored/Delinquency Managed), Corporate Card, Business Card
Rates are equal to zero by definition
All rates are annualized.
Include loans secured by farmland here (BHDM1420) and other loans not accounted for in the other categories
Sum of line items 36C and 39 equals sum of BHCK3190, BHCK4062, and interest‐bearing liabilities reported in BHCK2750; item 40 captures non‐interest bearing liabilities in BHCK2750
(3)
CPSNQ983
CPSNQ985
CPSNQ987
CPSNQ989
CPSNQ991
PQ 9
FR Y‐14A Schedule A.7.c ‐ PPNR Metrics
FR Y9C Codes
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
A. Metrics by Business Segment/Lin e (9)
Retail and Small Business Segment
Domestic (22)
Credit and Charge Cards
Total Open Accounts – End of Period
Credit and Charge Card Purchase Volume
Credit and Charge Card Rewards/Partner Sharing Expense (21) (32)
Mortgages and Home Equity
Average Third‐Party Residential Mortgages Serviced (3)
Residential Mortgage Originations Industry Market Size – Volume (23)
Mortgages and Home Equity Sold during the quarter (24)
Servicing Expenses (8)
Retail and Small Business Deposits
Total Open Checking and Money Market Accounts – End of Period (29)
Debit Card Purchase Transactions
International Retail and Small Business (12)
Credit Card Revenues (1)
Investment Banking Segment
Number of Employees (15)
Compensation ‐ Total (8)
Stock Based Compensation and Cash Variable Pay (8)
Advisory
Deal Volume
Industry Market Size ‐ Fees
Industry Market Size ‐ Completed Deal Volume
Backlog (28)
Equity Capital Markets
Deal Volume
Industry Market Size ‐ Fees
Industry Market Size ‐ Volume
Debt Capital Markets
Deal Volume
Industry Market Size ‐ Fees
Industry Market Size ‐ Volume
Syndicated Lending
Deal Volume
Industry Market Size ‐ Fees
Industry Market Size ‐ Volume
Sales and Trading Segment
Number of Employees (15)
Compensation ‐ Total (8)
Stock Based Compensation and Cash Variable Pay (8)
Equities
Average Asset Balance
Fixed Income
Average Asset Balance
Commodities
Average Asset Balance
Prime Brokerage
Average Client Balances (13)
Transaction Volume
PQ 1
Units
#
$Millions
$Millions
CPSNQ058
CPSNQ059
CPSNQ060
$Millions
$Millions
CPSNQ061
CPSNQ062
BHCKF070+BHCKF
071+BHDMF674+
BHDMF675
$Millions
$Millions
CPSNQ063
CPSNQ064
#
#
CPSNQ065
CPSNQ066
$Millions
CPSNQ067
#
$Millions
$Millions
CPSNQ068
CPSNQ069
CPSNQ070
$Millions
$Millions
$Millions
$Millions
CPSNQ071
CPSNQ072
CPSNQ073
‐
$Millions
$Millions
$Millions
CPSNQ075
CPSNQ076
CPSNQ077
$Millions
$Millions
$Millions
CPSNQ078
CPSNQ079
CPSNQ080
$Millions
$Millions
$Millions
CPSNQ081
CPSNQ082
CPSNQ083
#
$Millions
$Millions
CPSNQ085
CPSNQ087
CPSNQ088
$Millions
CPSNQ089
$Millions
CPSNQ090
$Millions
CPSNQ091
$Millions
$Millions
CPSNQ092
CPSNQ093
PQ 2
PQ 3
PQ 4
Projected
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.7.c ‐ PPNR Metrics
FR Y9C Codes
40
Investment Management Segment
Asset Management
AUM ‐ Total (10)
AUM ‐ Equities
AUM ‐ Fixed Income
AUM ‐ Other
Net Inflows/Outflows
Wealth Management/Private Banking
Fee Earning Client Assets ‐ Total (10)
Fee Earning Client Assets ‐ Equities
Fee Earning Client Assets ‐ Fixed Income
Fee Earning Client Assets ‐ Other
Net Inflows/Outflows
Number of Financial Advisors (11)
Investment Services Segment
Asset Servicing
Assets under Custody and Administration
41
42
42A
42B
42C
42D
43
44
45
45A
45B
46
46A
46B
46C
47
B. Firm Wide Metrics: PPNR Projections Worksheet
Number of Employees
Revenues ‐ International
Revenues ‐ APAC (2) (16)
Revenues ‐ EMEA (2) (17)
Revenues ‐ LatAm (2) (18)
Revenues ‐ Canada (2)
Revenues ‐ Domestic
Severance Costs (14)
Collateral Underlying Operating Leases for Which the Bank is the Lessor (20)
Auto
Other
OREO Balance
Commercial
Residential
Farmland
Non‐Recurring PPNR Items (30)
35
35A
35B
35C
36
37
37A
37B
37C
38
39
48
49
Trading Revenue
Net Gains/(Losses) on Sales of Other Real Estate Owned (19)
BHCK4150
BHCK2150
BHCKA220
BHCK8561
Units
PQ 1
PQ 2
PQ 3
PQ 4
Projected
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
$Millions
$Millions
$Millions
$Millions
$Millions
CPSNQ094
CPSNQ095
CPSNQ096
CPSNQ097
CPSNQ098
‐
‐
‐
‐
‐
‐
‐
‐
‐
$Millions
$Millions
$Millions
$Millions
$Millions
#
CPSNQ099
CPSNQ100
CPSNQ101
CPSNQ102
CPSNQ103
CPSNQ104
‐
‐
‐
‐
‐
‐
‐
‐
‐
$Millions
CPSNQ105
#
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
CPSN4150
CPSNQ107
CPSNQ108
CPSNQ109
CPSNQ110
CPSNQ111
CPSNQ112
CPSNQ113
CPSNQ114
CPSNQ115
CPSNQ116
CPSN2150
CPSNQ117
CPSNQ118
CPSNQ119
CPSNQ120
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
$Millions
$Millions
CPSNA220
CPSN8561
FR Y‐14A Schedule A.7.c ‐ PPNR Metrics
FR Y9C Codes
PQ 1
Units
50
51
52
53
C. Firm Wide Metrics: Net Interest Income Worksheet (Required only for respondents that were required to complete the Net Interest Income Worksheet)
Carrying Value of Purchased Credit Impaired (PCI) Loans (33)
BHCKC780
$Millions
CPSNC780
Net Accretion of discount on PCI Loans included in interest Revenues (34)
$Millions
CPSNQ121
$Millions
CPSNQ122
Loans Held for Sale ‐ First Lien Residential Liens in Domestic Offices (Average Balances)
%
CPSNQ123
Average Rate on Loans Held for Sale‐First Lien Residential Liens in Domestic Offices
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
Quarter End Weighted Average Life of Assets (4) (6)
First Lien Residential Mortgages (in Domestic Offices) (31)
Closed‐End Junior Residential Liens (in Domestic Offices)
Home Equity Lines Of Credit (HELOCs)
C&I Loans
CRE Loans (in Domestic Offices)
Credit Cards
Auto Loans
Student Loans
Other, incl. loans backed by securities (non‐purpose lending) (7)
Residential Mortgages (First and Second Lien, Not in Domestic Offices)
Other Real Estate Loans (Not in Domestic Offices)
Other Loans & Leases
Securities (AFS and HTM) ‐ Treasuries and Agency Debentures
Securities (AFS and HTM) ‐ Agency RMBS (both CMOs and pass‐throughs)
Securities (AFS and HTM) ‐ Other
Trading Assets
All Other Earning Assets
71
72
73
74
75
76
77
78
Quarter End Weighted Average Life of Liabilities (4) (6)
Domestic Deposits ‐ Time
Foreign Deposits‐Time
Fed Funds
Repos
Other Short Term Borrowing
Trading Liabilities
Subordinated Notes Payable to Unconsolidated Trusts Issuing TruPS and TruPS Issued by
Consolidated Special Purpose Entities
All Other Interest Bearing Liabitilies
months
months
months
months
months
months
months
months
months
months
months
months
months
months
months
months
months
CPSNQ124
CPSNQ125
CPSNQ126
CPSNQ127
CPSNQ128
CPSNQ129
CPSNQ130
CPSNQ131
CPSNQ132
CPSNQ133
CPSNQ134
CPSNQ135
CPSNQ136
CPSNQ137
CPSNQ138
CPSNQ139
CPSNQ140
months
months
months
months
months
months
CPSNQ141
CPSNQ142
CPSNQ143
CPSNQ144
CPSNQ145
CPSNQ146
months
months
CPSNQ147
CPSNQ148
PQ 2
PQ 3
PQ 4
Projected
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.7.c ‐ PPNR Metrics
FR Y9C Codes
PQ 1
Units
PQ 2
For
For upward downward
rate
rate
movements movements
Average Domestic Deposit Repricing Beta in a 'Normal Environment' (5)
PQ 3
Assumed
Floor
CPSNQ149 CPSNQ933 CPSNQ939
79
Money Market Accounts
basis points
CPSNQ150 CPSNQ934 CPSNQ940
80
Savings
basis points
CPSNQ151 CPSNQ935 CPSNQ941
81
NOW, ATS, and other Transaction Accounts
basis points
CPSNQ152 CPSNQ936 CPSNQ942
82
Time Deposits
basis points
CPSNQ153 CPSNQ937 CPSNQ943
83
Average Foreign Deposit Repricing Beta in a 'Normal Environment' (5)
Foreign Deposits
basis points
CPSNQ154 CPSNQ938 CPSNQ944
84
85
85A
85B
85C
Foreign Deposits‐Time
New Domestic Business Pricing for Time Deposits (25)
Curve (if multiple terms assumed) (26)
Index rate (if single term assumed) (27)
Spread relative to the Index Rate (27)
basis points
‐
CPSNQ156
basis points
CPSNQ157
CPSNQ158
PQ 4
Projected
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.7.c ‐ PPNR Metrics
FR Y9C Codes
Units
PQ 1
PQ 2
PQ 3
Footnotes to the PPNR Metrics Worksheet
Provide metrics data for all quarters, but only if International Retail and Small Business Segment revenues exceeded 5% of Total Retail and Small Business Segment and Total Retail and Small
Business revenue exceeded 5% of total revenues in any of the last four actual quarters requested in the PPNR schedule.
Provide regional breakouts for all quarters but only if international revenue exceeded 5% of the total revenue in any of the last four actual quarters requested in the PPNR schedule
Average oustanding principal balance fo residential mortgage loans the BHC/IHC/SLHC services for others
The Weighted Average Life should reflect the current position, the impact of new business activity, as well as the impact of behavioral assumptions such as prepayments or defaults, based
on the expected remaining lives, inclusive of behavioral assumptions. It should reflect the weighted average of time to principal actual repayment (as modeled) for all positions in that
portfolio, rounded to the nearest monthly term. For revolving products, the WAL should reflect the underlying repayment behavior assumptions assumed by the institution, which would
include contractual repayments, any assumed excess payments or prepayments, and defaults. The WAL for the FR Y‐14Q disclosures should reflect the spot balance sheet position for each
time period. For the FR Y‐14A, given that it covers forecasted time periods, the WAL should be forward‐looking which incorporates the changes to the projected WAL, including new
business activity.
(1)
(2)
(3)
(4)
(5)
A rate movement in an environment where the repricing assumption assumed by each of the major deposit products is not restricted by a cap, floor, or zero. Beta should be reported as a
balance‐weighted average of the betas of the line items that contribute to the roll up point requested, with an as‐of date equal to the reporting date.
(6)
(7)
(8)
(9)
Reference PPNR Net Interest Income worksheet for product definitions
Corresponds to line item 7C on the Net Interest Income worksheet
Include both direct and allocated expenses.
"Metrics by Business Segment/Line" correspond to Business Segments/Lines on PPNR Submission worksheet, unless explicitly stated otherwise. See Instructions for defintions of
standardized Business Segments/Lines. Unless specified otherwise, all numbers are global. Only line items with "Industry Market Size" in the name are industry/market‐wide items; all
other items are BHC/IHC‐specific.
Assets under Management
Provide a relevant headcount number (e.g. financial advisors, portfolio managers) to facilitate the assessment of revenue productivity in the Wealth Management/Private Banking business
line.
Regions outside the US and Puerto Rico.
Report the grossed up "interest balances" that result from prime brokerage activities
List items on PPNR Projections worksheet that include this item if any
(10)
(11)
(12)
(13)
(14)
CPSNQ993
Full‐time equivalent employees at end of current period (BHCK4150) for a given segment only
Asia and Pacific region (incl. South Asia, Australia, and New Zealand)
Europe, Middle East, and Africa
Latin America, including Mexico
List Business Segments reported on PPNR Projections Worksheet that include this item if any
(15)
(16)
(17)
(18)
(19)
CPSNQ994
(20)
Refers to the balance sheet carrying amount of any equipment or other asset rented to others under operating leases, net of accumulated depreciation. The total in
line item 49 should correspond to the amount provided in Y‐9C Schedule HC‐F Line 6, item 13 in the instructions. The amount included should only reflect collateral
rented under operating leases and not include collateral subject to capital/ financing type leases.
(21)
Credit cards (including charge cards). List which line item(s) on PPNR Submission worksheet contain(s) the Cards Rewards/Partner Sharing contra‐revenues and/or
expenses.
CPSNQ997
(22)
(23)
(24)
(25)
Applies to line items 1‐9; US and Puerto Rico only.
Total domestic mortgages originated during the quarter.
FR Y‐9C name is "Residential Mortgages Sold During the Quarter"; this metric need not be limited to Mortgages and Home Equity business line.
New business pricing for time deposits refers to the anticipated average rate on newly issued domestic time deposits, including renewals. Given that time deposits have a stated maturity, all
time deposits issued for that time period are considered new business.
PQ 4
Projected
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.7.c ‐ PPNR Metrics
FR Y9C Codes
PQ 1
Units
(27)
(28)
A backlog should be based on probability weighted fees. The data should be consistent with historical internal reporting, not by market measurement. The last
quarter should be the BHC’s/IHC's/SLHC's latest backlog estimate.
(29)
Provide description of the accounts included in this line item (e.g. Negotiable Order of Withdrawal, Interest Bearing Checking, Non Interest Bearing Demand Deposit
Account, Money Market Savings, etc.)
CPSNQ998
(30)
Please break out and explain nature of non‐recurring items included in PPNR. Also indicate
which items on PPRN Projections worksheet include the items broken out in footnote 32:
(a)
Revenues (Net Interest Income + Non Interest Income)
CPSNQ999
CPSNR002
CPSNR004
CPSNR006
CPSNR008
CPSNR010
CPSNR012
(b)
$ Milllion
$ Milllion
$ Milllion
$ Milllion
$ Milllion
$ Milllion
$ Milllion
CPSNR001
CPSNR003
CPSNR005
CPSNR007
CPSNR009
CPSNR011
CPSNR013
$ Milllion
$ Milllion
$ Milllion
$ Milllion
$ Milllion
$ Milllion
$ Milllion
CPSNR015
CPSNR017
CPSNR019
CPSNR021
CPSNR023
CPSNR025
CPSNR027
Non Interest Expenses
CPSNR014
CPSNR016
CPSNR018
CPSNR020
CPSNR022
CPSNR024
CPSNR026
(31)
For WAL, exclude from the reported number Loans Held For Sale
(32)
Note if this item includes any contra‐revenues other than Rewards/Partner Sharing (e g. Marketing Expense Amortization)
CPSNR028
(34)
PQ 3
The term “curve” refers to the reference rate used to price time deposits. Given that the pricing of time deposits is dependent on the term, the institution should provide the overall curve
used to price time deposits. If the institution only assumes a single maturity term for new issuances, complete line 88B and 88C only, otherwise complete line 88A only.
If the institution only assumes a single maturity term for new issuance, then the institution should provide the relative index and spread used to estimate new business pricing in lieu of the
curve.
(26)
(33)
PQ 2
Institutions that have adopted ASU 2016‐13 should report the carrying value of PCD loans in
item 50
Institutions that have adopted ASU 2016‐13 should report the net accretion of discount on
loans included in net interest income as included on the PPNR Submission Worksheet and
Net Interest Income worksheet.
PQ 4
Projected
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y-14A Schedule B - Scenario
Supervisory Baseline Scenario (additional variables used beyond those supplied)
CCSVP006
Variable
Number
CCSVR929
Variable Name
CCSVS019
Variable Definition
CCSVS064
1
2
3
4
5
6
7
8
9
10
Supervisory Adverse Scenario (additional variables used beyond those supplied)
CCSVP006
Variable
Number
CCSVR929
Variable Name
CCSVS019
Variable Definition
CCSVS064
1
2
3
4
5
6
7
8
9
10
Supervisory Severely Adverse Scenario (additional variables used beyond those supplied)
CCSVP006
Variable
Number
CCSVR929
Variable Name
CCSVS019
1
2
3
4
5
6
7
8
9
10
Variable Definition
CCSVS064
FR Y-14A Schedule B - Scenario
BHC Baseline Scenario (variables not included above)
CCSVP006
Variable
Number
CCSVR929
Variable Name
CCSVS019
Variable Definition
CCSVS064
1
2
3
4
5
6
7
8
9
10
BHC Stress Scenario (variables not included above)
CCSVP006
Variable
Number
CCSVR929
Variable Name
CCSVS019
Variable Definition
CCSVS064
1
2
3
4
5
6
7
8
9
10
BHC Additional Scenario #1 (variables not included above)
CCSVP006
Variable
Number
CCSVR929
1
2
3
4
5
6
7
8
9
10
Variable Name
CCSVS019
Variable Definition
CCSVS064
FR Y-14A Schedule B.1 - Supervisory Baseline Scenario
Variable Name
CCSVS019
Actual
As of Date
CCSVS291
PQ 1
PQ 2
PQ 3
PQ 4
Projected
PQ 5
CCSVP009
PQ 6
PQ 7
PQ 8
PQ 9
FR Y-14A Schedule B.2 - Supervisory Adverse Scenario
Variable Name
CCSVS019
Actual
As of Date
CCSVS291
PQ 1
PQ 2
PQ 3
PQ 4
Projected
PQ 5
CCSVP009
PQ 6
PQ 7
PQ 8
PQ 9
FR Y-14A Schedule B.3 - Supervisory Severely Adverse Scenario
Variable Name
CCSVS019
Actual
As of Date
CCSVS291
PQ 1
PQ 2
PQ 3
PQ 4
Projected
PQ 5
CCSVP009
PQ 6
PQ 7
PQ 8
PQ 9
FR Y-14A Schedule B.4 - BHC or IHC Baseline Scenario
Variable Name
CCSVS019
Actual
As of Date
CCSVS291
PQ 1
PQ 2
PQ 3
PQ 4
Projected
PQ 5
CCSVP009
PQ 6
PQ 7
PQ 8
PQ 9
FR Y-14A Schedule B.5 - BHC or IHC Adverse Scenario
Variable Name
CCSVS019
Actual
As of Date
CCSVS291
PQ 1
PQ 2
PQ 3
PQ 4
Projected
PQ 5
CCSVP009
PQ 6
PQ 7
PQ 8
PQ 9
FR Y-14A Schedule B.6 - Additional Scenario
Variable Name
CCSVS019
Actual
As of Date
CCSVS291
PQ 1
PQ 2
PQ 3
PQ 4
Projected
PQ 5
CCSVP009
PQ 6
PQ 7
PQ 8
PQ 9
FR Y-14A Regulatory Capital Instruments Annual Schedule
Institution Name:
RSSD ID:
Date of Data Submission:
As of Date:
Submission Type:
Annual or Adjusted
FR Y-14A Regulatory Capital Instruments: Schedule C
-
Revised regulatory capital treatment
Quarterly Redemption/Repurchase Activity
1
2
3
4
5
6
7
8
Common Stock (CS)
Common Stock (CS) - Employee Stock Compensation
CS Warrants
CS USG Investment
Capital Instrument Issued by Subsidiary
Other Common Equity Tier 1
Non-Cumulative Perpetual Preferred (NCPP)
NCPP Convertible
9
Mandatory Convertible Preferred (MCP)
Additional Tier 1
10
11
12
13
14
MCP USG Preferred
Capital Instrument Issued by Subsidiary
Other Additional Tier 1
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Additional Tier 1
Additional Tier 1
Additional Tier 1
Non-qualifying Instrument in Tier 1
Non-qualifying Instrument in Tier 1
15
Mandatory Convertible Preferred (MCP)
Non-qualifying Instrument in Tier 1
16
MCP USG Preferred
Non-qualifying Instrument in Tier 1
17
Cumulative Dated Preferred (TRUPS)
Non-qualifying Instrument in Tier 1
18
19
20
21
22
23
24
USG Preferred TRUPS
Other Non-qualifying Instrument in Tier 1
Subordinated Debt
Capital Instrument Issued by Subsidiary
Other Tier 2
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Non-qualifying Instrument in Tier 1
Non-qualifying Instrument in Tier 1
Tier 2
Tier 2
Tier 2
Non-qualifying Instrument in Tier 2
Non-qualifying Instrument in Tier 2
25
Mandatory Convertible Preferred (MCP)
Non-qualifying Instrument in Tier 2
26
MCP USG Preferred
Non-qualifying Instrument in Tier 2
27
Cumulative Dated Preferred (TRUPS)
Non-qualifying Instrument in Tier 2
28
29
USG Preferred TRUPS
Other Non-qualifying Instrument in Tier 2
Non-qualifying Instrument in Tier 2
Non-qualifying Instrument in Tier 2
Common Equity Tier 1
Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Additional Tier 1
Additional Tier 1
Notional Amount
Projected
FR Y-9C, Schedule HC Reference
BHCK 3230 + BHCK 3240 + BHCK A130 BHCK G235
BHCK 3283 + BHCK 3240
BHCK 3230 + BHCK 3240
BHCK 3230 +BHCK G235
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
Actual As of date
CACIY509
CACIY510
CACIY511
CACIY512
CACIY513
CACIY514
CACIY515
CACIY516
BHCK 3283
BHCK 3283
BHCK G234
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
CACIY517
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
BHCA P865
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
CACIY523
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
CACIY533
CACIY518
CACIY519
CACIY520
CACIY521
CACIY522
CACIY524
CACIY525
CACIY526
CACIY527
CACIY528
CACIY529
CACIY530
CACIY531
CACIY532
CACIY534
CACIY535
CACIY536
CACIY537
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Regulatory Capital Instruments: Schedule C ‐
Amount Recognized in Regulatory Capital
Projected
Revised regulatory capital treatment
FR Y‐9C, Schedule HC Reference
Common Equity Tier 1
Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Additional Tier 1
Additional Tier 1
BHCK 3230 + BHCK 3240 + BHCK A130 ‐
BHCK G235
BHCK 3283 + BHCK 3240
BHCK 3230 + BHCK 3240
BHCK 3230 +BHCK G235
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
Actual As of date
Quarterly Redemption/Repurchase Activity
1
2
3
4
5
6
7
8
Common Stock (CS)
Common Stock (CS) ‐ Employee Stock Compensation
CS Warrants
CS USG Investment
Capital Instrument Issued by Subsidiary
Other Common Equity Tier 1
Non‐Cumulative Perpetual Preferred (NCPP)
NCPP Convertible
9
Mandatory Convertible Preferred (MCP)
Additional Tier 1
10
11
12
13
14
MCP USG Preferred
Capital Instrument Issued by Subsidiary
Other Additional Tier 1
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Additional Tier 1
Additional Tier 1
Additional Tier 1
Non‐qualifying Instrument in Tier 1
Non‐qualifying Instrument in Tier 1
15
Mandatory Convertible Preferred (MCP)
Non‐qualifying Instrument in Tier 1
16
MCP USG Preferred
Non‐qualifying Instrument in Tier 1
17
Cumulative Dated Preferred (TRUPS)
Non‐qualifying Instrument in Tier 1
18
19
20
21
22
23
24
USG Preferred TRUPS
Other Non‐qualifying Instrument in Tier 1
Subordinated Debt
Capital Instrument Issued by Subsidiary
Other Tier 2
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Non‐qualifying Instrument in Tier 1
Non‐qualifying Instrument in Tier 1
Tier 2
Tier 2
Tier 2
Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
25
Mandatory Convertible Preferred (MCP)
Non‐qualifying Instrument in Tier 2
26
MCP USG Preferred
Non‐qualifying Instrument in Tier 2
27
Cumulative Dated Preferred (TRUPS)
Non‐qualifying Instrument in Tier 2
28
29
USG Preferred TRUPS
Other Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
CACIY509
CACIY510
CACIY511
CACIY512
CACIY513
CACIY514
CACIY515
CACIY516
BHCK 3283
BHCK 3283
BHCK G234
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
CACIY517
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
BHCA P865
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
CACIY523
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
CACIY533
CACIY518
CACIY519
CACIY520
CACIY521
CACIY522
CACIY524
CACIY525
CACIY526
CACIY527
CACIY528
CACIY529
CACIY530
CACIY531
CACIY532
CACIY534
CACIY535
CACIY536
CACIY537
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Regulatory Capital Instruments: Schedule C ‐
Revised regulatory capital treatment
FR Y‐9C, Schedule HC Reference
Quarterly Redemption/Repurchase Activity
1
2
3
4
5
6
7
8
Common Stock (CS)
Common Stock (CS) ‐ Employee Stock Compensation
CS Warrants
CS USG Investment
Capital Instrument Issued by Subsidiary
Other Common Equity Tier 1
Non‐Cumulative Perpetual Preferred (NCPP)
NCPP Convertible
Common Equity Tier 1
Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Additional Tier 1
Additional Tier 1
9
Mandatory Convertible Preferred (MCP)
Additional Tier 1
10
11
12
13
14
MCP USG Preferred
Capital Instrument Issued by Subsidiary
Other Additional Tier 1
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Additional Tier 1
Additional Tier 1
Additional Tier 1
Non‐qualifying Instrument in Tier 1
Non‐qualifying Instrument in Tier 1
15
Mandatory Convertible Preferred (MCP)
Non‐qualifying Instrument in Tier 1
16
MCP USG Preferred
Non‐qualifying Instrument in Tier 1
17
Cumulative Dated Preferred (TRUPS)
Non‐qualifying Instrument in Tier 1
18
19
20
21
22
23
24
USG Preferred TRUPS
Other Non‐qualifying Instrument in Tier 1
Subordinated Debt
Capital Instrument Issued by Subsidiary
Other Tier 2
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Non‐qualifying Instrument in Tier 1
Non‐qualifying Instrument in Tier 1
Tier 2
Tier 2
Tier 2
Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
25
Mandatory Convertible Preferred (MCP)
Non‐qualifying Instrument in Tier 2
26
MCP USG Preferred
Non‐qualifying Instrument in Tier 2
27
Cumulative Dated Preferred (TRUPS)
Non‐qualifying Instrument in Tier 2
28
29
USG Preferred TRUPS
Other Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
BHCK 3230 + BHCK 3240 + BHCK A130 ‐
BHCK G235
BHCK 3283 + BHCK 3240
BHCK 3230 + BHCK 3240
BHCK 3230 +BHCK G235
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
BHCA P865
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
Page Reference in
the Capital Plan
Comments
CACIY814
CACIQ750
FR Y-14A Regulatory Capital Instruments: Schedule C
-
Revised regulatory capital treatment
Quarterly Issuance Activity
30
31
32
33
34
35
36
37
38
Common Stock (CS)
Common Stock (CS) - Employee Stock Compensation
CS Warrants
CS USG Investment
Capital Instrument Issued by Subsidiary
Other Common Equity Tier 1
Non-Cumulative Perpetual Preferred (NCPP)
NCPP Convertible
Mandatory Convertible Preferred (MCP)
39
40
41
42
43
44
MCP USG Preferred
Capital Instrument Issued by Subsidiary
Other Additional Tier 1
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Mandatory Convertible Preferred (MCP)
Additional Tier 1
Additional Tier 1
Additional Tier 1
Non-qualifying Instrument in Tier 1
Non-qualifying Instrument in Tier 1
Non-qualifying Instrument in Tier 1
45
MCP USG Preferred
Non-qualifying Instrument in Tier 1
46
Cumulative Dated Preferred (TRUPS)
Non-qualifying Instrument in Tier 1
47
48
49
50
51
52
53
54
USG Preferred TRUPS
Other Non-qualifying Instrument in Tier 1
Subordinated Debt
Capital Instrument Issued by Subsidiary
Other Tier 2
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Mandatory Convertible Preferred (MCP)
Non-qualifying Instrument in Tier 1
Non-qualifying Instrument in Tier 1
Tier 2
Tier 2
Tier 2
Non-qualifying Instrument in Tier 2
Non-qualifying Instrument in Tier 2
Non-qualifying Instrument in Tier 2
55
MCP USG Preferred
Non-qualifying Instrument in Tier 2
56
Cumulative Dated Preferred (TRUPS)
Non-qualifying Instrument in Tier 2
57
58
USG Preferred TRUPS
Other Non-qualifying Instrument in Tier 2
Non-qualifying Instrument in Tier 2
Non-qualifying Instrument in Tier 2
Common Equity Tier 1
Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
Notional Amount
Projected
FR Y-9C, Schedule HC Reference
BHCK 3230 + BHCK 3240 + BHCK A130 BHCK G235
BHCK 3283 + BHCK 3240
BHCK 3230 + BHCK 3240
BHCK 3230 +BHCK G235
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
BHCA P865
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
Actual As of date
CACIY538
CACIY539
CACIY540
CACIY541
CACIY542
CACIY543
CACIY544
CACIY545
CACIY546
CACIY547
CACIY548
CACIY549
CACIY550
CACIY551
CACIY552
CACIY553
CACIY554
CACIY555
CACIY556
CACIY557
CACIY558
CACIY559
CACIY560
CACIY561
CACIY562
CACIY563
CACIY564
CACIY565
CACIY566
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Regulatory Capital Instruments: Schedule C ‐
Revised regulatory capital treatment
Amount Recognized in Regulatory Capital
Projected
FR Y‐9C, Schedule HC Reference
Actual As of date
Quarterly Issuance Activity
30
31
32
33
34
35
36
37
38
Common Stock (CS)
Common Stock (CS) ‐ Employee Stock Compensation
CS Warrants
CS USG Investment
Capital Instrument Issued by Subsidiary
Other Common Equity Tier 1
Non‐Cumulative Perpetual Preferred (NCPP)
NCPP Convertible
Mandatory Convertible Preferred (MCP)
Common Equity Tier 1
Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
39
40
41
42
43
44
MCP USG Preferred
Capital Instrument Issued by Subsidiary
Other Additional Tier 1
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Mandatory Convertible Preferred (MCP)
Additional Tier 1
Additional Tier 1
Additional Tier 1
Non‐qualifying Instrument in Tier 1
Non‐qualifying Instrument in Tier 1
Non‐qualifying Instrument in Tier 1
45
MCP USG Preferred
Non‐qualifying Instrument in Tier 1
46
Cumulative Dated Preferred (TRUPS)
Non‐qualifying Instrument in Tier 1
47
48
49
50
51
52
53
54
USG Preferred TRUPS
Other Non‐qualifying Instrument in Tier 1
Subordinated Debt
Capital Instrument Issued by Subsidiary
Other Tier 2
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Mandatory Convertible Preferred (MCP)
Non‐qualifying Instrument in Tier 1
Non‐qualifying Instrument in Tier 1
Tier 2
Tier 2
Tier 2
Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
55
MCP USG Preferred
Non‐qualifying Instrument in Tier 2
56
Cumulative Dated Preferred (TRUPS)
Non‐qualifying Instrument in Tier 2
57
58
USG Preferred TRUPS
Other Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
BHCK 3230 + BHCK 3240 + BHCK A130 ‐
BHCK G235
BHCK 3283 + BHCK 3240
BHCK 3230 + BHCK 3240
BHCK 3230 +BHCK G235
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
BHCA P865
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
CACIY538
CACIY539
CACIY540
CACIY541
CACIY542
CACIY543
CACIY544
CACIY545
CACIY546
CACIY547
CACIY548
CACIY549
CACIY550
CACIY551
CACIY552
CACIY553
CACIY554
CACIY555
CACIY556
CACIY557
CACIY558
CACIY559
CACIY560
CACIY561
CACIY562
CACIY563
CACIY564
CACIY565
CACIY566
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Regulatory Capital Instruments: Schedule C ‐
Revised regulatory capital treatment
FR Y‐9C, Schedule HC Reference
Quarterly Issuance Activity
30
31
32
33
34
35
36
37
38
Common Stock (CS)
Common Stock (CS) ‐ Employee Stock Compensation
CS Warrants
CS USG Investment
Capital Instrument Issued by Subsidiary
Other Common Equity Tier 1
Non‐Cumulative Perpetual Preferred (NCPP)
NCPP Convertible
Mandatory Convertible Preferred (MCP)
Common Equity Tier 1
Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
39
40
41
42
43
44
MCP USG Preferred
Capital Instrument Issued by Subsidiary
Other Additional Tier 1
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Mandatory Convertible Preferred (MCP)
Additional Tier 1
Additional Tier 1
Additional Tier 1
Non‐qualifying Instrument in Tier 1
Non‐qualifying Instrument in Tier 1
Non‐qualifying Instrument in Tier 1
45
MCP USG Preferred
Non‐qualifying Instrument in Tier 1
46
Cumulative Dated Preferred (TRUPS)
Non‐qualifying Instrument in Tier 1
47
48
49
50
51
52
53
54
USG Preferred TRUPS
Other Non‐qualifying Instrument in Tier 1
Subordinated Debt
Capital Instrument Issued by Subsidiary
Other Tier 2
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Mandatory Convertible Preferred (MCP)
Non‐qualifying Instrument in Tier 1
Non‐qualifying Instrument in Tier 1
Tier 2
Tier 2
Tier 2
Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
55
MCP USG Preferred
Non‐qualifying Instrument in Tier 2
56
Cumulative Dated Preferred (TRUPS)
Non‐qualifying Instrument in Tier 2
57
58
USG Preferred TRUPS
Other Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
BHCK 3230 + BHCK 3240 + BHCK A130 ‐
BHCK G235
BHCK 3283 + BHCK 3240
BHCK 3230 + BHCK 3240
BHCK 3230 +BHCK G235
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
BHCA P865
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
Page Reference in
the Capital Plan
Comments
CACIY814
CACIQ750
FR Y‐14A Regulatory Capital Instruments: Schedule C ‐
Revised regulatory capital treatment
Notional Amount
Projected
FR Y‐9C, Schedule HC Reference
Actual As of date
Quarterly Activity ‐ Other than issuances or repurchases
59
60
61
62
63
64
65
66
67
Common Stock (CS)
Common Stock (CS) ‐ Employee Stock Compensation
CS Warrants
CS USG Investment
Capital Instrument Issued by Subsidiary
Other Common Equity Tier 1
Non‐Cumulative Perpetual Preferred (NCPP)
NCPP Convertible
Mandatory Convertible Preferred (MCP)
Common Equity Tier 1
Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
68
69
70
71
72
73
MCP USG Preferred
Capital Instrument Issued by Subsidiary
Other Additional Tier 1
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Mandatory Convertible Preferred (MCP)
Additional Tier 1
Additional Tier 1
Additional Tier 1
Non‐qualifying Instrument in Tier 1
Non‐qualifying Instrument in Tier 1
Non‐qualifying Instrument in Tier 1
74
MCP USG Preferred
Non‐qualifying Instrument in Tier 1
75
Cumulative Dated Preferred (TRUPS)
Non‐qualifying Instrument in Tier 1
76
77
78
79
80
81
82
83
USG Preferred TRUPS
Other Non‐qualifying Instrument in Tier 1
Subordinated Debt
Capital Instrument Issued by Subsidiary
Other Tier 2
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Mandatory Convertible Preferred (MCP)
Non‐qualifying Instrument in Tier 1
Non‐qualifying Instrument in Tier 1
Tier 2
Tier 2
Tier 2
Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
84
MCP USG Preferred
Non‐qualifying Instrument in Tier 2
85
Cumulative Dated Preferred (TRUPS)
Non‐qualifying Instrument in Tier 2
86
87
USG Preferred TRUPS
Other Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
BHCK 3230 + BHCK 3240 + BHCK A130 ‐
BHCK G235
BHCK 3283 + BHCK 3240
BHCK 3230 + BHCK 3240
BHCK 3230 +BHCK G235
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
BHCA P865
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
CACIY567
CACIY568
CACIY569
CACIY570
CACIY571
CACIY572
CACIY573
CACIY574
CACIY575
CACIY576
CACIY577
CACIY578
CACIY579
CACIY580
CACIY581
CACIY582
CACIY583
CACIY584
CACIY585
CACIY586
CACIY587
CACIY588
CACIY589
CACIY590
CACIY591
CACIY592
CACIY593
CACIY594
CACIY595
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Regulatory Capital Instruments: Schedule C ‐
Revised regulatory capital treatment
Amount Recognized in Regulatory Capital
Projected
FR Y‐9C, Schedule HC Reference
Actual As of date
Quarterly Activity ‐ Other than issuances or repurchases
59
60
61
62
63
64
65
66
67
Common Stock (CS)
Common Stock (CS) ‐ Employee Stock Compensation
CS Warrants
CS USG Investment
Capital Instrument Issued by Subsidiary
Other Common Equity Tier 1
Non‐Cumulative Perpetual Preferred (NCPP)
NCPP Convertible
Mandatory Convertible Preferred (MCP)
Common Equity Tier 1
Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
68
69
70
71
72
73
MCP USG Preferred
Capital Instrument Issued by Subsidiary
Other Additional Tier 1
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Mandatory Convertible Preferred (MCP)
Additional Tier 1
Additional Tier 1
Additional Tier 1
Non‐qualifying Instrument in Tier 1
Non‐qualifying Instrument in Tier 1
Non‐qualifying Instrument in Tier 1
74
MCP USG Preferred
Non‐qualifying Instrument in Tier 1
75
Cumulative Dated Preferred (TRUPS)
Non‐qualifying Instrument in Tier 1
76
77
78
79
80
81
82
83
USG Preferred TRUPS
Other Non‐qualifying Instrument in Tier 1
Subordinated Debt
Capital Instrument Issued by Subsidiary
Other Tier 2
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Mandatory Convertible Preferred (MCP)
Non‐qualifying Instrument in Tier 1
Non‐qualifying Instrument in Tier 1
Tier 2
Tier 2
Tier 2
Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
84
MCP USG Preferred
Non‐qualifying Instrument in Tier 2
85
Cumulative Dated Preferred (TRUPS)
Non‐qualifying Instrument in Tier 2
86
87
USG Preferred TRUPS
Other Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
BHCK 3230 + BHCK 3240 + BHCK A130 ‐
BHCK G235
BHCK 3283 + BHCK 3240
BHCK 3230 + BHCK 3240
BHCK 3230 +BHCK G235
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
BHCA P865
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
CACIY567
CACIY568
CACIY569
CACIY570
CACIY571
CACIY572
CACIY573
CACIY574
CACIY575
CACIY576
CACIY577
CACIY578
CACIY579
CACIY580
CACIY581
CACIY582
CACIY583
CACIY584
CACIY585
CACIY586
CACIY587
CACIY588
CACIY589
CACIY590
CACIY591
CACIY592
CACIY593
CACIY594
CACIY595
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Regulatory Capital Instruments: Schedule C ‐
Revised regulatory capital treatment
FR Y‐9C, Schedule HC Reference
Quarterly Activity ‐ Other than issuances or repurchases
59
60
61
62
63
64
65
66
67
Common Stock (CS)
Common Stock (CS) ‐ Employee Stock Compensation
CS Warrants
CS USG Investment
Capital Instrument Issued by Subsidiary
Other Common Equity Tier 1
Non‐Cumulative Perpetual Preferred (NCPP)
NCPP Convertible
Mandatory Convertible Preferred (MCP)
Common Equity Tier 1
Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
68
69
70
71
72
73
MCP USG Preferred
Capital Instrument Issued by Subsidiary
Other Additional Tier 1
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Mandatory Convertible Preferred (MCP)
Additional Tier 1
Additional Tier 1
Additional Tier 1
Non‐qualifying Instrument in Tier 1
Non‐qualifying Instrument in Tier 1
Non‐qualifying Instrument in Tier 1
74
MCP USG Preferred
Non‐qualifying Instrument in Tier 1
75
Cumulative Dated Preferred (TRUPS)
Non‐qualifying Instrument in Tier 1
76
77
78
79
80
81
82
83
USG Preferred TRUPS
Other Non‐qualifying Instrument in Tier 1
Subordinated Debt
Capital Instrument Issued by Subsidiary
Other Tier 2
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Mandatory Convertible Preferred (MCP)
Non‐qualifying Instrument in Tier 1
Non‐qualifying Instrument in Tier 1
Tier 2
Tier 2
Tier 2
Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
84
MCP USG Preferred
Non‐qualifying Instrument in Tier 2
85
Cumulative Dated Preferred (TRUPS)
Non‐qualifying Instrument in Tier 2
86
87
USG Preferred TRUPS
Other Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
BHCK 3230 + BHCK 3240 + BHCK A130 ‐
BHCK G235
BHCK 3283 + BHCK 3240
BHCK 3230 + BHCK 3240
BHCK 3230 +BHCK G235
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
BHCA P865
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
Page Reference in
the Capital Plan
Comments
CACIY814
CACIQ750
Notional Amount
Revised regulatory capital treatment
Capital Balances
88
89
90
91
92
93
94
95
Common Stock (CS)
CS Warrants
CS USG Investment
Capital Instrument Issued by Subsidiary
Other Common Equity Tier 1
Non-Cumulative Perpetual Preferred (NCPP)
NCPP Convertible
Mandatory Convertible Preferred (MCP)
96 MCP USG Preferred
97
98
99
100
101
Capital Instrument Issued by Subsidiary
Other Additional Tier 1
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Mandatory Convertible Preferred (MCP)
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
Non-qualifying Instrument in Tier 1
Non-qualifying Instrument in Tier 1
Non-qualifying Instrument in Tier 1
102 MCP USG Preferred
Non-qualifying Instrument in Tier 1
103 Cumulative Dated Preferred (TRUPS)
Non-qualifying Instrument in Tier 1
104 USG Preferred TRUPS
Non-qualifying Instrument in Tier 1
105
106
107
108
109
110
111
Other Non-qualifying Instrument in Tier 1
Subordinated Debt
Capital Instrument Issued by Subsidiary
Other Tier 2
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Mandatory Convertible Preferred (MCP)
Non-qualifying Instrument in Tier 1
Tier 2
Tier 2
Tier 2
Non-qualifying Instrument in Tier 2
Non-qualifying Instrument in Tier 2
Non-qualifying Instrument in Tier 2
112 MCP USG Preferred
Non-qualifying Instrument in Tier 2
113 Cumulative Dated Preferred (TRUPS)
Non-qualifying Instrument in Tier 2
114 USG Preferred TRUPS
Non-qualifying Instrument in Tier 2
115 Other Non-qualifying Instrument in Tier 2
Non-qualifying Instrument in Tier 2
116 Cash dividends declared on preferred stock
117 Cash dividends declared on common stock
118 Common shares outstanding (Millions)
119 Common dividends per share ($)
FR Y-9C, Schedule HC
Reference
BHCK 3230 + BHCK 3240 +
BHCK A130 - BHCK G235
BHCK 3230 + BHCK 3240
BHCK 3230 +BHCK G235
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
BHCA P865
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
Actual As of date
PQ 1
PQ 2
PQ 3
CACIY596
CACIY597
CACIY598
CACIY599
CACIY600
CACIY601
CACIY602
CACIY603
Sum (PQ1 Items 1, 2, 30, 31 , 59, 60) + (Actual Item 88)
Sum (PQ1 Items 3, 32, 61) + (Actual Item 89)
Sum (PQ1 Items 4, 33, 62) + (Actual Item 90)
Sum (PQ1 Items 5, 34, 63) + (Actual Item 91)
Sum (PQ1 Items 6, 35, 64) + (Actual Item 92)
Sum (PQ1 Items 7, 36, 65) + (Actual Item 93)
Sum (PQ1 Items 8, 37, 66) + (Actual Item 94)
Sum (PQ1 Items 9, 38, 67) + (Actual Item 95)
Sum (PQ2 Items 1, 2, 30, 31 , 59, 60) + (PQ1 Item 88)
Sum (PQ2 Items 3, 32, 61) + (PQ1 Item 89)
Sum (PQ2 Items 4, 33, 62) + (PQ1 Item 90)
Sum (PQ2 Items 5, 34, 63) + (PQ1 Item 91)
Sum (PQ2 Items 6, 35, 64) + (PQ1 Item 92)
Sum (PQ2 Items 7, 36, 65) + (PQ1 Item 93)
Sum (PQ2 Items 8, 37, 66) + (PQ1 Item 94)
Sum (PQ2 Items 9, 38, 67) + (PQ1 Item 95)
Sum (PQ3 Items 1, 2, 30, 31 , 59, 60) + (PQ2 Item 88)
Sum (PQ3 Items 3, 32, 61) + (PQ2 Item 89)
Sum (PQ3 Items 4, 33, 62) + (PQ2 Item 90)
Sum (PQ3 Items 5, 34, 63) + (PQ2 Item 91)
Sum (PQ3 Items 6, 35, 64) + (PQ2 Item 92)
Sum (PQ3 Items 7, 36, 65) + (PQ2 Item 93)
Sum (PQ3 Items 8, 37, 66) + (PQ2 Item 94)
Sum (PQ3 Items 9, 38, 67) + (PQ2 Item 95)
CACIY604
Sum (PQ1 Items 10, 39, 68) + (Actual Item 96)
Sum (PQ2 Items 10, 39, 68) + (PQ1 Item 96)
Sum (PQ3 Items 10, 39, 68) + (PQ2 Item 96)
CACIY605
CACIY606
CACIY607
CACIY608
CACIY609
Sum (PQ1 Items 11, 40, 69) + (Actual Item 97)
Sum (PQ1 Items 12, 41, 70) + (Actual Item 98)
Sum (PQ1 Items 13, 42, 71) + (Actual Item 99)
Sum (PQ1 Items 14, 43, 72) + (Actual Item 100)
Sum (PQ1 Items 15, 44, 73) + (Actual Item 101)
Sum (PQ2 Items 11, 40, 69) + (PQ1 Item 97)
Sum (PQ2 Items 12, 41, 70) + (PQ1 Item 98)
Sum (PQ2 Items 13, 42, 71) + (PQ1 Item 99)
Sum (PQ2 Items 14, 43, 72) + (PQ1 Item 100)
Sum (PQ2 Items 15, 44, 73) + (PQ1 Item 101)
Sum (PQ3 Items 11, 40, 69) + (PQ2 Item 97)
Sum (PQ3 Items 12, 41, 70) + (PQ2 Item 98)
Sum (PQ3 Items 13, 42, 71) + (PQ2 Item 99)
Sum (PQ3 Items 14, 43, 72) + (PQ2 Item 100)
Sum (PQ3 Items 15, 44, 73) + (PQ2 Item 101)
CACIY610
Sum (PQ1 Items 16, 45, 74) + (Actual Item 102)
Sum (PQ2 Items 16, 45, 74) + (PQ1 Item 102)
Sum (PQ3 Items 16, 45, 74) + (PQ2 Item 102)
CACIY611
Sum (PQ1 Items 17, 46, 75) + (Actual Item 103)
Sum (PQ2 Items 17, 46, 75) + (PQ1 Item 103)
Sum (PQ3 Items 17, 46, 75) + (PQ2 Item 103)
CACIY612
Sum (PQ1 Items 18, 47, 76) + (Actual Item 104)
Sum (PQ2 Items 18, 47, 76) + (PQ1 Item 104)
Sum (PQ3 Items 18, 47, 76) + (PQ2 Item 104)
CACIY613
CACIY614
CACIY615
CACIY616
CACIY617
CACIY618
CACIY619
Sum (PQ1 Items 19, 48, 77) + (Actual Item 105)
Sum (PQ1 Items 20, 49, 78) + (Actual Item 106)
Sum (PQ1 Items 21, 50, 79) + (Actual Item 107)
Sum (PQ1 Items 22, 51, 80) + (Actual Item 108)
Sum (PQ1 Items 23, 52, 81) + (Actual Item 109)
Sum (PQ1 Items 24, 53, 82) + (Actual Item 110)
Sum (PQ1 Items 25, 54, 83) + (Actual Item 111)
Sum (PQ2 Items 19, 48, 77) + (PQ1 Item 105)
Sum (PQ2 Items 20, 49, 78) + (PQ1 Item 106)
Sum (PQ2 Items 21, 50, 79) + (PQ1 Item 107)
Sum (PQ2 Items 22, 51, 80) + (PQ1 Item 108)
Sum (PQ2 Items 23, 52, 81) + (PQ1 Item 109)
Sum (PQ2 Items 24, 53, 82) + (PQ1 Item 110)
Sum (PQ2 Items 25, 54, 83) + (PQ1 Item 111)
Sum (PQ3 Items 19, 48, 77) + (PQ2 Item 105)
Sum (PQ3 Items 20, 49, 78) + (PQ2 Item 106)
Sum (PQ3 Items 21, 50, 79) + (PQ2 Item 107)
Sum (PQ3 Items 22, 51, 80) + (PQ2 Item 108)
Sum (PQ3 Items 23, 52, 81) + (PQ2 Item 109)
Sum (PQ3 Items 24, 53, 82) + (PQ2 Item 110)
Sum (PQ3 Items 25, 54, 83) + (PQ2 Item 111)
CACIY620
Sum (PQ1 Items 26, 55, 84) + (Actual Item 112)
Sum (PQ2 Items 26, 55, 84) + (PQ1 Item 112)
Sum (PQ3 Items 26, 55, 84) + (PQ2 Item 112)
CACIY621
Sum (PQ1 Items 27, 56, 85) + (Actual Item 113)
Sum (PQ2 Items 27, 56, 85) + (PQ1 Item 113)
Sum (PQ3 Items 27, 56, 85) + (PQ2 Item 113)
CACIY622
Sum (PQ1 Items 28, 57, 86) + (Actual Item 114)
Sum (PQ2 Items 28, 57, 86) + (PQ1 Item 114)
Sum (PQ3 Items 28, 57, 86) + (PQ2 Item 114)
CACIY623
Sum (PQ1 Items 29, 58, 87) + (Actual Item 115)
Sum (PQ2 Items 29, 58, 87) + (PQ1 Item 115)
Sum (PQ3 Items 29, 58, 87) + (PQ2 Item 115)
Notional Amount
Projected
Revised regulatory capital treatment
Capital Balances
88
89
90
91
92
93
94
95
Common Stock (CS)
CS Warrants
CS USG Investment
Capital Instrument Issued by Subsidiary
Other Common Equity Tier 1
Non-Cumulative Perpetual Preferred (NCPP)
NCPP Convertible
Mandatory Convertible Preferred (MCP)
96 MCP USG Preferred
97
98
99
100
101
Capital Instrument Issued by Subsidiary
Other Additional Tier 1
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Mandatory Convertible Preferred (MCP)
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
Non-qualifying Instrument in Tier 1
Non-qualifying Instrument in Tier 1
Non-qualifying Instrument in Tier 1
102 MCP USG Preferred
Non-qualifying Instrument in Tier 1
103 Cumulative Dated Preferred (TRUPS)
Non-qualifying Instrument in Tier 1
104 USG Preferred TRUPS
Non-qualifying Instrument in Tier 1
105
106
107
108
109
110
111
Other Non-qualifying Instrument in Tier 1
Subordinated Debt
Capital Instrument Issued by Subsidiary
Other Tier 2
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Mandatory Convertible Preferred (MCP)
Non-qualifying Instrument in Tier 1
Tier 2
Tier 2
Tier 2
Non-qualifying Instrument in Tier 2
Non-qualifying Instrument in Tier 2
Non-qualifying Instrument in Tier 2
112 MCP USG Preferred
Non-qualifying Instrument in Tier 2
113 Cumulative Dated Preferred (TRUPS)
Non-qualifying Instrument in Tier 2
114 USG Preferred TRUPS
Non-qualifying Instrument in Tier 2
115 Other Non-qualifying Instrument in Tier 2
Non-qualifying Instrument in Tier 2
116 Cash dividends declared on preferred stock
117 Cash dividends declared on common stock
118 Common shares outstanding (Millions)
119 Common dividends per share ($)
FR Y-9C, Schedule HC
Reference
BHCK 3230 + BHCK 3240 +
BHCK A130 - BHCK G235
BHCK 3230 + BHCK 3240
BHCK 3230 +BHCK G235
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
BHCA P865
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
PQ 4
PQ 5
PQ 6
Sum (PQ4 Items 1, 2, 30, 31 , 59, 60) + (PQ3 Item 88)
Sum (PQ4 Items 3, 32, 61) + (PQ3 Item 89)
Sum (PQ4 Items 4, 33, 62) + (PQ3 Item 90)
Sum (PQ4 Items 5, 34, 63) + (PQ3 Item 91)
Sum (PQ4 Items 6, 35, 64) + (PQ3 Item 92)
Sum (PQ4 Items 7, 36, 65) + (PQ3 Item 93)
Sum (PQ4 Items 8, 37, 66) + (PQ3 Item 94)
Sum (PQ4 Items 9, 38, 67) + (PQ3 Item 95)
Sum (PQ5 Items 1, 2, 30, 31 , 59, 60) + (PQ4 Item 88)
Sum (PQ5 Items 3, 32, 61) + (PQ4 Item 89)
Sum (PQ5 Items 4, 33, 62) + (PQ4 Item 90)
Sum (PQ5 Items 5, 34, 63) + (PQ4 Item 91)
Sum (PQ5 Items 6, 35, 64) + (PQ4 Item 92)
Sum (PQ5 Items 7, 36, 65) + (PQ4 Item 93)
Sum (PQ5 Items 8, 37, 66) + (PQ4 Item 94)
Sum (PQ5 Items 9, 38, 67) + (PQ4 Item 95)
Sum (PQ6 Items 1, 2, 30, 31 , 59, 60) + (PQ5 Item 88)
Sum (PQ6 Items 3, 32, 61) + (PQ5 Item 89)
Sum (PQ6 Items 4, 33, 62) + (PQ5 Item 90)
Sum (PQ6 Items 5, 34, 63) + (PQ5 Item 91)
Sum (PQ6 Items 6, 35, 64) + (PQ5 Item 92)
Sum (PQ6 Items 7, 36, 65) + (PQ5 Item 93)
Sum (PQ6 Items 8, 37, 66) + (PQ5 Item 94)
Sum (PQ6 Items 9, 38, 67) + (PQ5 Item 95)
Sum (PQ4 Items 10, 39, 68) + (PQ3 Item 96)
Sum (PQ5 Items 10, 39, 68) + (PQ4 Item 96)
Sum (PQ6 Items 10, 39, 68) + (PQ5 Item 96)
Sum (PQ4 Items 11, 40, 69) + (PQ3 Item 97)
Sum (PQ4 Items 12, 41, 70) + (PQ3 Item 98)
Sum (PQ4 Items 13, 42, 71) + (PQ3 Item 99)
Sum (PQ4 Items 14, 43, 72) + (PQ3 Item 100)
Sum (PQ4 Items 15, 44, 73) + (PQ3 Item 101)
Sum (PQ5 Items 11, 40, 69) + (PQ4 Item 97)
Sum (PQ5 Items 12, 41, 70) + (PQ4 Item 98)
Sum (PQ5 Items 13, 42, 71) + (PQ4 Item 99)
Sum (PQ5 Items 14, 43, 72) + (PQ4 Item 100)
Sum (PQ5 Items 15, 44, 73) + (PQ4 Item 101)
Sum (PQ6 Items 11, 40, 69) + (PQ5 Item 97)
Sum (PQ6 Items 12, 41, 70) + (PQ5 Item 98)
Sum (PQ6 Items 13, 42, 71) + (PQ5 Item 99)
Sum (PQ6 Items 14, 43, 72) + (PQ5 Item 100)
Sum (PQ6 Items 15, 44, 73) + (PQ5 Item 101)
Sum (PQ4 Items 16, 45, 74) + (PQ3 Item 102)
Sum (PQ5 Items 16, 45, 74) + (PQ4 Item 102)
Sum (PQ6 Items 16, 45, 74) + (PQ5 Item 102)
Sum (PQ4 Items 17, 46, 75) + (PQ3 Item 103)
Sum (PQ5 Items 17, 46, 75) + (PQ4 Item 103)
Sum (PQ6 Items 17, 46, 75) + (PQ5 Item 103)
Sum (PQ4 Items 18, 47, 76) + (PQ3 Item 104)
Sum (PQ5 Items 18, 47, 76) + (PQ4 Item 104)
Sum (PQ6 Items 18, 47, 76) + (PQ5 Item 104)
Sum (PQ4 Items 19, 48, 77) + (PQ3 Item 105)
Sum (PQ4 Items 20, 49, 78) + (PQ3 Item 106)
Sum (PQ4 Items 21, 50, 79) + (PQ3 Item 107)
Sum (PQ4 Items 22, 51, 80) + (PQ3 Item 108)
Sum (PQ4 Items 23, 52, 81) + (PQ3 Item 109)
Sum (PQ4 Items 24, 53, 82) + (PQ3 Item 110)
Sum (PQ4 Items 25, 54, 83) + (PQ3 Item 111)
Sum (PQ5 Items 19, 48, 77) + (PQ4 Item 105)
Sum (PQ5 Items 20, 49, 78) + (PQ4 Item 106)
Sum (PQ5 Items 21, 50, 79) + (PQ4 Item 107)
Sum (PQ5 Items 22, 51, 80) + (PQ4 Item 108)
Sum (PQ5 Items 23, 52, 81) + (PQ4 Item 109)
Sum (PQ5 Items 24, 53, 82) + (PQ4 Item 110)
Sum (PQ5 Items 25, 54, 83) + (PQ4 Item 111)
Sum (PQ6 Items 19, 48, 77) + (PQ5 Item 105)
Sum (PQ6 Items 20, 49, 78) + (PQ5 Item 106)
Sum (PQ6 Items 21, 50, 79) + (PQ5 Item 107)
Sum (PQ6 Items 22, 51, 80) + (PQ5 Item 108)
Sum (PQ6 Items 23, 52, 81) + (PQ5 Item 109)
Sum (PQ6 Items 24, 53, 82) + (PQ5 Item 110)
Sum (PQ6 Items 25, 54, 83) + (PQ5 Item 111)
Sum (PQ4 Items 26, 55, 84) + (PQ3 Item 112)
Sum (PQ5 Items 26, 55, 84) + (PQ4 Item 112)
Sum (PQ6 Items 26, 55, 84) + (PQ5 Item 112)
Sum (PQ4 Items 27, 56, 85) + (PQ3 Item 113)
Sum (PQ5 Items 27, 56, 85) + (PQ4 Item 113)
Sum (PQ6 Items 27, 56, 85) + (PQ5 Item 113)
Sum (PQ4 Items 28, 57, 86) + (PQ3 Item 114)
Sum (PQ5 Items 28, 57, 86) + (PQ4 Item 114)
Sum (PQ6 Items 28, 57, 86) + (PQ5 Item 114)
Sum (PQ4 Items 29, 58, 87) + (PQ3 Item 115)
Sum (PQ5 Items 29, 58, 87) + (PQ4 Item 115)
Sum (PQ6 Items 29, 58, 87) + (PQ5 Item 115)
Notional Amount
Revised regulatory capital treatment
Capital Balances
88
89
90
91
92
93
94
95
Common Stock (CS)
CS Warrants
CS USG Investment
Capital Instrument Issued by Subsidiary
Other Common Equity Tier 1
Non-Cumulative Perpetual Preferred (NCPP)
NCPP Convertible
Mandatory Convertible Preferred (MCP)
96 MCP USG Preferred
97
98
99
100
101
Capital Instrument Issued by Subsidiary
Other Additional Tier 1
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Mandatory Convertible Preferred (MCP)
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
Non-qualifying Instrument in Tier 1
Non-qualifying Instrument in Tier 1
Non-qualifying Instrument in Tier 1
102 MCP USG Preferred
Non-qualifying Instrument in Tier 1
103 Cumulative Dated Preferred (TRUPS)
Non-qualifying Instrument in Tier 1
104 USG Preferred TRUPS
Non-qualifying Instrument in Tier 1
105
106
107
108
109
110
111
Other Non-qualifying Instrument in Tier 1
Subordinated Debt
Capital Instrument Issued by Subsidiary
Other Tier 2
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Mandatory Convertible Preferred (MCP)
Non-qualifying Instrument in Tier 1
Tier 2
Tier 2
Tier 2
Non-qualifying Instrument in Tier 2
Non-qualifying Instrument in Tier 2
Non-qualifying Instrument in Tier 2
112 MCP USG Preferred
Non-qualifying Instrument in Tier 2
113 Cumulative Dated Preferred (TRUPS)
Non-qualifying Instrument in Tier 2
114 USG Preferred TRUPS
Non-qualifying Instrument in Tier 2
115 Other Non-qualifying Instrument in Tier 2
Non-qualifying Instrument in Tier 2
116 Cash dividends declared on preferred stock
117 Cash dividends declared on common stock
118 Common shares outstanding (Millions)
119 Common dividends per share ($)
FR Y-9C, Schedule HC
Reference
BHCK 3230 + BHCK 3240 +
BHCK A130 - BHCK G235
BHCK 3230 + BHCK 3240
BHCK 3230 +BHCK G235
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
BHCA P865
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
PQ 7
PQ 8
PQ 9
Sum (PQ7 Items 1, 2, 30, 31 , 59, 60) + (PQ6 Item 88)
Sum (PQ7 Items 3, 32, 61) + (PQ6 Item 89)
Sum (PQ7 Items 4, 33, 62) + (PQ6 Item 90)
Sum (PQ7 Items 5, 34, 63) + (PQ6 Item 91)
Sum (PQ7 Items 6, 35, 64) + (PQ6 Item 92)
Sum (PQ7 Items 7, 36, 65) + (PQ6 Item 93)
Sum (PQ7 Items 8, 37, 66) + (PQ6 Item 94)
Sum (PQ7 Items 9, 38, 67) + (PQ6 Item 95)
Sum (PQ8 Items 1, 2, 30, 31 , 59, 60) + (PQ7 Item 88)
Sum (PQ8 Items 3, 32, 61) + (PQ7 Item 89)
Sum (PQ8 Items 4, 33, 62) + (PQ7 Item 90)
Sum (PQ8 Items 5, 34, 63) + (PQ7 Item 91)
Sum (PQ8 Items 6, 35, 64) + (PQ7 Item 92)
Sum (PQ8 Items 7, 36, 65) + (PQ7 Item 93)
Sum (PQ8 Items 8, 37, 66) + (PQ7 Item 94)
Sum (PQ8 Items 9, 38, 67) + (PQ7 Item 95)
Sum (PQ9 Items 1, 2, 30, 31 , 59, 60) + (PQ8 Item 88)
Sum (PQ9 Items 3, 32, 61) + (PQ8 Item 89)
Sum (PQ9 Items 4, 33, 62) + (PQ8 Item 90)
Sum (PQ9 Items 5, 34, 63) + (PQ8 Item 91)
Sum (PQ9 Items 6, 35, 64) + (PQ8 Item 92)
Sum (PQ9 Items 7, 36, 65) + (PQ8 Item 93)
Sum (PQ9 Items 8, 37, 66) + (PQ8 Item 94)
Sum (PQ9 Items 9, 38, 67) + (PQ8 Item 95)
Sum (PQ7 Items 10, 39, 68) + (PQ6 Item 96)
Sum (PQ8 Items 10, 39, 68) + (PQ7 Item 96)
Sum (PQ9 Items 10, 39, 68) + (PQ8 Item 96)
Sum (PQ7 Items 11, 40, 69) + (PQ6 Item 97)
Sum (PQ7 Items 12, 41, 70) + (PQ6 Item 98)
Sum (PQ7 Items 13, 42, 71) + (PQ6 Item 99)
Sum (PQ7 Items 14, 43, 72) + (PQ6 Item 100)
Sum (PQ7 Items 15, 44, 73) + (PQ6 Item 101)
Sum (PQ8 Items 11, 40, 69) + (PQ7 Item 97)
Sum (PQ8 Items 12, 41, 70) + (PQ7 Item 98)
Sum (PQ8 Items 13, 42, 71) + (PQ7 Item 99)
Sum (PQ8 Items 14, 43, 72) + (PQ7 Item 100)
Sum (PQ8 Items 15, 44, 73) + (PQ7 Item 101)
Sum (PQ9 Items 11, 40, 69) + (PQ8 Item 97)
Sum (PQ9 Items 12, 41, 70) + (PQ8 Item 98)
Sum (PQ9 Items 13, 42, 71) + (PQ8 Item 99)
Sum (PQ9 Items 14, 43, 72) + (PQ8 Item 100)
Sum (PQ9 Items 15, 44, 73) + (PQ8 Item 101)
Sum (PQ7 Items 16, 45, 74) + (PQ6 Item 102)
Sum (PQ8 Items 16, 45, 74) + (PQ7 Item 102)
Sum (PQ9 Items 16, 45, 74) + (PQ8 Item 102)
Sum (PQ7 Items 17, 46, 75) + (PQ6 Item 103)
Sum (PQ8 Items 17, 46, 75) + (PQ7 Item 103)
Sum (PQ9 Items 17, 46, 75) + (PQ8 Item 103)
Sum (PQ7 Items 18, 47, 76) + (PQ6 Item 104)
Sum (PQ8 Items 18, 47, 76) + (PQ7 Item 104)
Sum (PQ9 Items 18, 47, 76) + (PQ8 Item 104)
Sum (PQ7 Items 19, 48, 77) + (PQ6 Item 105)
Sum (PQ7 Items 20, 49, 78) + (PQ6 Item 106)
Sum (PQ7 Items 21, 50, 79) + (PQ6 Item 107)
Sum (PQ7 Items 22, 51, 80) + (PQ6 Item 108)
Sum (PQ7 Items 23, 52, 81) + (PQ6 Item 109)
Sum (PQ7 Items 24, 53, 82) + (PQ6 Item 110)
Sum (PQ7 Items 25, 54, 83) + (PQ6 Item 111)
Sum (PQ8 Items 19, 48, 77) + (PQ7 Item 105)
Sum (PQ8 Items 20, 49, 78) + (PQ7 Item 106)
Sum (PQ8 Items 21, 50, 79) + (PQ7 Item 107)
Sum (PQ8 Items 22, 51, 80) + (PQ7 Item 108)
Sum (PQ8 Items 23, 52, 81) + (PQ7 Item 109)
Sum (PQ8 Items 24, 53, 82) + (PQ7 Item 110)
Sum (PQ8 Items 25, 54, 83) + (PQ7 Item 111)
Sum (PQ9 Items 19, 48, 77) + (PQ8 Item 105)
Sum (PQ9 Items 20, 49, 78) + (PQ8 Item 106)
Sum (PQ9 Items 21, 50, 79) + (PQ8 Item 107)
Sum (PQ9 Items 22, 51, 80) + (PQ8 Item 108)
Sum (PQ9 Items 23, 52, 81) + (PQ8 Item 109)
Sum (PQ9 Items 24, 53, 82) + (PQ8 Item 110)
Sum (PQ9 Items 25, 54, 83) + (PQ8 Item 111)
Sum (PQ7 Items 26, 55, 84) + (PQ6 Item 112)
Sum (PQ8 Items 26, 55, 84) + (PQ7 Item 112)
Sum (PQ9 Items 26, 55, 84) + (PQ8 Item 112)
Sum (PQ7 Items 27, 56, 85) + (PQ6 Item 113)
Sum (PQ8 Items 27, 56, 85) + (PQ7 Item 113)
Sum (PQ9 Items 27, 56, 85) + (PQ8 Item 113)
Sum (PQ7 Items 28, 57, 86) + (PQ6 Item 114)
Sum (PQ8 Items 28, 57, 86) + (PQ7 Item 114)
Sum (PQ9 Items 28, 57, 86) + (PQ8 Item 114)
Sum (PQ7 Items 29, 58, 87) + (PQ6 Item 115)
Sum (PQ8 Items 29, 58, 87) + (PQ7 Item 115)
Sum (PQ9 Items 29, 58, 87) + (PQ8 Item 115)
Amount Recognized in Regulatory Capital
Revised regulatory capital treatment
Capital Balances
88
89
90
91
92
93
94
95
Common Stock (CS)
CS Warrants
CS USG Investment
Capital Instrument Issued by Subsidiary
Other Common Equity Tier 1
Non-Cumulative Perpetual Preferred (NCPP)
NCPP Convertible
Mandatory Convertible Preferred (MCP)
96 MCP USG Preferred
97
98
99
100
101
Capital Instrument Issued by Subsidiary
Other Additional Tier 1
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Mandatory Convertible Preferred (MCP)
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
Non-qualifying Instrument in Tier 1
Non-qualifying Instrument in Tier 1
Non-qualifying Instrument in Tier 1
102 MCP USG Preferred
Non-qualifying Instrument in Tier 1
103 Cumulative Dated Preferred (TRUPS)
Non-qualifying Instrument in Tier 1
104 USG Preferred TRUPS
Non-qualifying Instrument in Tier 1
105
106
107
108
109
110
111
Other Non-qualifying Instrument in Tier 1
Subordinated Debt
Capital Instrument Issued by Subsidiary
Other Tier 2
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Mandatory Convertible Preferred (MCP)
Non-qualifying Instrument in Tier 1
Tier 2
Tier 2
Tier 2
Non-qualifying Instrument in Tier 2
Non-qualifying Instrument in Tier 2
Non-qualifying Instrument in Tier 2
112 MCP USG Preferred
Non-qualifying Instrument in Tier 2
113 Cumulative Dated Preferred (TRUPS)
Non-qualifying Instrument in Tier 2
114 USG Preferred TRUPS
Non-qualifying Instrument in Tier 2
115 Other Non-qualifying Instrument in Tier 2
Non-qualifying Instrument in Tier 2
116 Cash dividends declared on preferred stock
117 Cash dividends declared on common stock
118 Common shares outstanding (Millions)
119 Common dividends per share ($)
FR Y-9C, Schedule HC
Reference
BHCK 3230 + BHCK 3240 +
BHCK A130 - BHCK G235
BHCK 3230 + BHCK 3240
BHCK 3230 +BHCK G235
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
BHCA P865
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
Actual As of date
PQ 1
PQ 2
PQ 3
CACIY596
CACIY597
CACIY598
CACIY599
CACIY600
CACIY601
CACIY602
CACIY603
Sum (PQ1 Items 1, 2, 30, 31 , 59, 60) + (Actual Item 88)
Sum (PQ1 Items 3, 32, 61) + (Actual Item 89)
Sum (PQ1 Items 4, 33, 62) + (Actual Item 90)
Sum (PQ1 Items 5, 34, 63) + (Actual Item 91)
Sum (PQ1 Items 6, 35, 64) + (Actual Item 92)
Sum (PQ1 Items 7, 36, 65) + (Actual Item 93)
Sum (PQ1 Items 8, 37, 66) + (Actual Item 94)
Sum (PQ1 Items 9, 38, 67) + (Actual Item 95)
Sum (PQ2 Items 1, 2, 30, 31 , 59, 60) + (PQ1 Item 88)
Sum (PQ2 Items 3, 32, 61) + (PQ1 Item 89)
Sum (PQ2 Items 4, 33, 62) + (PQ1 Item 90)
Sum (PQ2 Items 5, 34, 63) + (PQ1 Item 91)
Sum (PQ2 Items 6, 35, 64) + (PQ1 Item 92)
Sum (PQ2 Items 7, 36, 65) + (PQ1 Item 93)
Sum (PQ2 Items 8, 37, 66) + (PQ1 Item 94)
Sum (PQ2 Items 9, 38, 67) + (PQ1 Item 95)
Sum (PQ3 Items 1, 2, 30, 31 , 59, 60) + (PQ2 Item 88)
Sum (PQ3 Items 3, 32, 61) + (PQ2 Item 89)
Sum (PQ3 Items 4, 33, 62) + (PQ2 Item 90)
Sum (PQ3 Items 5, 34, 63) + (PQ2 Item 91)
Sum (PQ3 Items 6, 35, 64) + (PQ2 Item 92)
Sum (PQ3 Items 7, 36, 65) + (PQ2 Item 93)
Sum (PQ3 Items 8, 37, 66) + (PQ2 Item 94)
Sum (PQ3 Items 9, 38, 67) + (PQ2 Item 95)
CACIY604
Sum (PQ1 Items 10, 39, 68) + (Actual Item 96)
Sum (PQ2 Items 10, 39, 68) + (PQ1 Item 96)
Sum (PQ3 Items 10, 39, 68) + (PQ2 Item 96)
CACIY605
CACIY606
CACIY607
CACIY608
CACIY609
Sum (PQ1 Items 11, 40, 69) + (Actual Item 97)
Sum (PQ1 Items 12, 41, 70) + (Actual Item 98)
Sum (PQ1 Items 13, 42, 71) + (Actual Item 99)
Sum (PQ1 Items 14, 43, 72) + (Actual Item 100)
Sum (PQ1 Items 15, 44, 73) + (Actual Item 101)
Sum (PQ2 Items 11, 40, 69) + (PQ1 Item 97)
Sum (PQ2 Items 12, 41, 70) + (PQ1 Item 98)
Sum (PQ2 Items 13, 42, 71) + (PQ1 Item 99)
Sum (PQ2 Items 14, 43, 72) + (PQ1 Item 100)
Sum (PQ2 Items 15, 44, 73) + (PQ1 Item 101)
Sum (PQ3 Items 11, 40, 69) + (PQ2 Item 97)
Sum (PQ3 Items 12, 41, 70) + (PQ2 Item 98)
Sum (PQ3 Items 13, 42, 71) + (PQ2 Item 99)
Sum (PQ3 Items 14, 43, 72) + (PQ2 Item 100)
Sum (PQ3 Items 15, 44, 73) + (PQ2 Item 101)
CACIY610
Sum (PQ1 Items 16, 45, 74) + (Actual Item 102)
Sum (PQ2 Items 16, 45, 74) + (PQ1 Item 102)
Sum (PQ3 Items 16, 45, 74) + (PQ2 Item 102)
CACIY611
Sum (PQ1 Items 17, 46, 75) + (Actual Item 103)
Sum (PQ2 Items 17, 46, 75) + (PQ1 Item 103)
Sum (PQ3 Items 17, 46, 75) + (PQ2 Item 103)
CACIY612
Sum (PQ1 Items 18, 47, 76) + (Actual Item 104)
Sum (PQ2 Items 18, 47, 76) + (PQ1 Item 104)
Sum (PQ3 Items 18, 47, 76) + (PQ2 Item 104)
CACIY613
CACIY614
CACIY615
CACIY616
CACIY617
CACIY618
CACIY619
Sum (PQ1 Items 19, 48, 77) + (Actual Item 105)
Sum (PQ1 Items 20, 49, 78) + (Actual Item 106)
Sum (PQ1 Items 21, 50, 79) + (Actual Item 107)
Sum (PQ1 Items 22, 51, 80) + (Actual Item 108)
Sum (PQ1 Items 23, 52, 81) + (Actual Item 109)
Sum (PQ1 Items 24, 53, 82) + (Actual Item 110)
Sum (PQ1 Items 25, 54, 83) + (Actual Item 111)
Sum (PQ2 Items 19, 48, 77) + (PQ1 Item 105)
Sum (PQ2 Items 20, 49, 78) + (PQ1 Item 106)
Sum (PQ2 Items 21, 50, 79) + (PQ1 Item 107)
Sum (PQ2 Items 22, 51, 80) + (PQ1 Item 108)
Sum (PQ2 Items 23, 52, 81) + (PQ1 Item 109)
Sum (PQ2 Items 24, 53, 82) + (PQ1 Item 110)
Sum (PQ2 Items 25, 54, 83) + (PQ1 Item 111)
Sum (PQ3 Items 19, 48, 77) + (PQ2 Item 105)
Sum (PQ3 Items 20, 49, 78) + (PQ2 Item 106)
Sum (PQ3 Items 21, 50, 79) + (PQ2 Item 107)
Sum (PQ3 Items 22, 51, 80) + (PQ2 Item 108)
Sum (PQ3 Items 23, 52, 81) + (PQ2 Item 109)
Sum (PQ3 Items 24, 53, 82) + (PQ2 Item 110)
Sum (PQ3 Items 25, 54, 83) + (PQ2 Item 111)
CACIY620
Sum (PQ1 Items 26, 55, 84) + (Actual Item 112)
Sum (PQ2 Items 26, 55, 84) + (PQ1 Item 112)
Sum (PQ3 Items 26, 55, 84) + (PQ2 Item 112)
CACIY621
Sum (PQ1 Items 27, 56, 85) + (Actual Item 113)
Sum (PQ2 Items 27, 56, 85) + (PQ1 Item 113)
Sum (PQ3 Items 27, 56, 85) + (PQ2 Item 113)
CACIY622
Sum (PQ1 Items 28, 57, 86) + (Actual Item 114)
Sum (PQ2 Items 28, 57, 86) + (PQ1 Item 114)
Sum (PQ3 Items 28, 57, 86) + (PQ2 Item 114)
CACIY623
Sum (PQ1 Items 29, 58, 87) + (Actual Item 115)
Sum (PQ2 Items 29, 58, 87) + (PQ1 Item 115)
Sum (PQ3 Items 29, 58, 87) + (PQ2 Item 115)
Amount Recognized in Regulatory Capital
Projected
Revised regulatory capital treatment
Capital Balances
88
89
90
91
92
93
94
95
Common Stock (CS)
CS Warrants
CS USG Investment
Capital Instrument Issued by Subsidiary
Other Common Equity Tier 1
Non-Cumulative Perpetual Preferred (NCPP)
NCPP Convertible
Mandatory Convertible Preferred (MCP)
96 MCP USG Preferred
97
98
99
100
101
Capital Instrument Issued by Subsidiary
Other Additional Tier 1
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Mandatory Convertible Preferred (MCP)
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
Non-qualifying Instrument in Tier 1
Non-qualifying Instrument in Tier 1
Non-qualifying Instrument in Tier 1
102 MCP USG Preferred
Non-qualifying Instrument in Tier 1
103 Cumulative Dated Preferred (TRUPS)
Non-qualifying Instrument in Tier 1
104 USG Preferred TRUPS
Non-qualifying Instrument in Tier 1
105
106
107
108
109
110
111
Other Non-qualifying Instrument in Tier 1
Subordinated Debt
Capital Instrument Issued by Subsidiary
Other Tier 2
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Mandatory Convertible Preferred (MCP)
Non-qualifying Instrument in Tier 1
Tier 2
Tier 2
Tier 2
Non-qualifying Instrument in Tier 2
Non-qualifying Instrument in Tier 2
Non-qualifying Instrument in Tier 2
112 MCP USG Preferred
Non-qualifying Instrument in Tier 2
113 Cumulative Dated Preferred (TRUPS)
Non-qualifying Instrument in Tier 2
114 USG Preferred TRUPS
Non-qualifying Instrument in Tier 2
115 Other Non-qualifying Instrument in Tier 2
Non-qualifying Instrument in Tier 2
116 Cash dividends declared on preferred stock
117 Cash dividends declared on common stock
118 Common shares outstanding (Millions)
119 Common dividends per share ($)
FR Y-9C, Schedule HC
Reference
BHCK 3230 + BHCK 3240 +
BHCK A130 - BHCK G235
BHCK 3230 + BHCK 3240
BHCK 3230 +BHCK G235
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
BHCA P865
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
PQ 4
PQ 5
PQ 6
Sum (PQ4 Items 1, 2, 30, 31 , 59, 60) + (PQ3 Item 88)
Sum (PQ4 Items 3, 32, 61) + (PQ3 Item 89)
Sum (PQ4 Items 4, 33, 62) + (PQ3 Item 90)
Sum (PQ4 Items 5, 34, 63) + (PQ3 Item 91)
Sum (PQ4 Items 6, 35, 64) + (PQ3 Item 92)
Sum (PQ4 Items 7, 36, 65) + (PQ3 Item 93)
Sum (PQ4 Items 8, 37, 66) + (PQ3 Item 94)
Sum (PQ4 Items 9, 38, 67) + (PQ3 Item 95)
Sum (PQ5 Items 1, 2, 30, 31 , 59, 60) + (PQ4 Item 88)
Sum (PQ5 Items 3, 32, 61) + (PQ4 Item 89)
Sum (PQ5 Items 4, 33, 62) + (PQ4 Item 90)
Sum (PQ5 Items 5, 34, 63) + (PQ4 Item 91)
Sum (PQ5 Items 6, 35, 64) + (PQ4 Item 92)
Sum (PQ5 Items 7, 36, 65) + (PQ4 Item 93)
Sum (PQ5 Items 8, 37, 66) + (PQ4 Item 94)
Sum (PQ5 Items 9, 38, 67) + (PQ4 Item 95)
Sum (PQ6 Items 1, 2, 30, 31 , 59, 60) + (PQ5 Item 88)
Sum (PQ6 Items 3, 32, 61) + (PQ5 Item 89)
Sum (PQ6 Items 4, 33, 62) + (PQ5 Item 90)
Sum (PQ6 Items 5, 34, 63) + (PQ5 Item 91)
Sum (PQ6 Items 6, 35, 64) + (PQ5 Item 92)
Sum (PQ6 Items 7, 36, 65) + (PQ5 Item 93)
Sum (PQ6 Items 8, 37, 66) + (PQ5 Item 94)
Sum (PQ6 Items 9, 38, 67) + (PQ5 Item 95)
Sum (PQ4 Items 10, 39, 68) + (PQ3 Item 96)
Sum (PQ5 Items 10, 39, 68) + (PQ4 Item 96)
Sum (PQ6 Items 10, 39, 68) + (PQ5 Item 96)
Sum (PQ4 Items 11, 40, 69) + (PQ3 Item 97)
Sum (PQ4 Items 12, 41, 70) + (PQ3 Item 98)
Sum (PQ4 Items 13, 42, 71) + (PQ3 Item 99)
Sum (PQ4 Items 14, 43, 72) + (PQ3 Item 100)
Sum (PQ4 Items 15, 44, 73) + (PQ3 Item 101)
Sum (PQ5 Items 11, 40, 69) + (PQ4 Item 97)
Sum (PQ5 Items 12, 41, 70) + (PQ4 Item 98)
Sum (PQ5 Items 13, 42, 71) + (PQ4 Item 99)
Sum (PQ5 Items 14, 43, 72) + (PQ4 Item 100)
Sum (PQ5 Items 15, 44, 73) + (PQ4 Item 101)
Sum (PQ6 Items 11, 40, 69) + (PQ5 Item 97)
Sum (PQ6 Items 12, 41, 70) + (PQ5 Item 98)
Sum (PQ6 Items 13, 42, 71) + (PQ5 Item 99)
Sum (PQ6 Items 14, 43, 72) + (PQ5 Item 100)
Sum (PQ6 Items 15, 44, 73) + (PQ5 Item 101)
Sum (PQ4 Items 16, 45, 74) + (PQ3 Item 102)
Sum (PQ5 Items 16, 45, 74) + (PQ4 Item 102)
Sum (PQ6 Items 16, 45, 74) + (PQ5 Item 102)
Sum (PQ4 Items 17, 46, 75) + (PQ3 Item 103)
Sum (PQ5 Items 17, 46, 75) + (PQ4 Item 103)
Sum (PQ6 Items 17, 46, 75) + (PQ5 Item 103)
Sum (PQ4 Items 18, 47, 76) + (PQ3 Item 104)
Sum (PQ5 Items 18, 47, 76) + (PQ4 Item 104)
Sum (PQ6 Items 18, 47, 76) + (PQ5 Item 104)
Sum (PQ4 Items 19, 48, 77) + (PQ3 Item 105)
Sum (PQ4 Items 20, 49, 78) + (PQ3 Item 106)
Sum (PQ4 Items 21, 50, 79) + (PQ3 Item 107)
Sum (PQ4 Items 22, 51, 80) + (PQ3 Item 108)
Sum (PQ4 Items 23, 52, 81) + (PQ3 Item 109)
Sum (PQ4 Items 24, 53, 82) + (PQ3 Item 110)
Sum (PQ4 Items 25, 54, 83) + (PQ3 Item 111)
Sum (PQ5 Items 19, 48, 77) + (PQ4 Item 105)
Sum (PQ5 Items 20, 49, 78) + (PQ4 Item 106)
Sum (PQ5 Items 21, 50, 79) + (PQ4 Item 107)
Sum (PQ5 Items 22, 51, 80) + (PQ4 Item 108)
Sum (PQ5 Items 23, 52, 81) + (PQ4 Item 109)
Sum (PQ5 Items 24, 53, 82) + (PQ4 Item 110)
Sum (PQ5 Items 25, 54, 83) + (PQ4 Item 111)
Sum (PQ6 Items 19, 48, 77) + (PQ5 Item 105)
Sum (PQ6 Items 20, 49, 78) + (PQ5 Item 106)
Sum (PQ6 Items 21, 50, 79) + (PQ5 Item 107)
Sum (PQ6 Items 22, 51, 80) + (PQ5 Item 108)
Sum (PQ6 Items 23, 52, 81) + (PQ5 Item 109)
Sum (PQ6 Items 24, 53, 82) + (PQ5 Item 110)
Sum (PQ6 Items 25, 54, 83) + (PQ5 Item 111)
Sum (PQ4 Items 26, 55, 84) + (PQ3 Item 112)
Sum (PQ5 Items 26, 55, 84) + (PQ4 Item 112)
Sum (PQ6 Items 26, 55, 84) + (PQ5 Item 112)
Sum (PQ4 Items 27, 56, 85) + (PQ3 Item 113)
Sum (PQ5 Items 27, 56, 85) + (PQ4 Item 113)
Sum (PQ6 Items 27, 56, 85) + (PQ5 Item 113)
Sum (PQ4 Items 28, 57, 86) + (PQ3 Item 114)
Sum (PQ5 Items 28, 57, 86) + (PQ4 Item 114)
Sum (PQ6 Items 28, 57, 86) + (PQ5 Item 114)
Sum (PQ4 Items 29, 58, 87) + (PQ3 Item 115)
Sum (PQ5 Items 29, 58, 87) + (PQ4 Item 115)
Sum (PQ6 Items 29, 58, 87) + (PQ5 Item 115)
Amount Recognized in Regulatory Capital
Revised regulatory capital treatment
FR Y‐9C, Schedule HC
Reference
PQ 7
PQ 8
PQ 9
Capital Balances
88
89
90
91
92
93
94
95
Common Stock (CS)
CS Warrants
CS USG Investment
Capital Instrument Issued by Subsidiary
Other Common Equity Tier 1
Non‐Cumulative Perpetual Preferred (NCPP)
NCPP Convertible
Mandatory Convertible Preferred (MCP)
96 MCP USG Preferred
97
98
99
100
101
Capital Instrument Issued by Subsidiary
Other Additional Tier 1
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Mandatory Convertible Preferred (MCP)
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Common Equity Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
Additional Tier 1
Non‐qualifying Instrument in Tier 1
Non‐qualifying Instrument in Tier 1
Non‐qualifying Instrument in Tier 1
102 MCP USG Preferred
Non‐qualifying Instrument in Tier 1
103 Cumulative Dated Preferred (TRUPS)
Non‐qualifying Instrument in Tier 1
104 USG Preferred TRUPS
Non‐qualifying Instrument in Tier 1
105
106
107
108
109
110
111
Non‐qualifying Instrument in Tier 1
Tier 2
Tier 2
Tier 2
Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
Other Non‐qualifying Instrument in Tier 1
Subordinated Debt
Capital Instrument Issued by Subsidiary
Other Tier 2
Cumulative Perpetual Preferred (CPP)
CPP TARP Preferred
Mandatory Convertible Preferred (MCP)
112 MCP USG Preferred
Non‐qualifying Instrument in Tier 2
113 Cumulative Dated Preferred (TRUPS)
Non‐qualifying Instrument in Tier 2
114 USG Preferred TRUPS
Non‐qualifying Instrument in Tier 2
115 Other Non‐qualifying Instrument in Tier 2
Non‐qualifying Instrument in Tier 2
116 Cash dividends declared on preferred stock
117 Cash dividends declared on common stock
118 Common shares outstanding (Millions)
119 Common dividends per share ($)
BHCK 3230 + BHCK 3240 +
BHCK A130 ‐ BHCK G235
BHCK 3230 + BHCK 3240
BHCK 3230 +BHCK G235
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
BHCA P865
BHCK P839
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK 3283
BHCK G234
BHCK 3283
BHCK 3000
BHCK 3283
BHCK G234
BHCK 3283
Sum (PQ7 Items 1, 2, 30, 31 , 59, 60) + (PQ6 Item 88)
Sum (PQ7 Items 3, 32, 61) + (PQ6 Item 89)
Sum (PQ7 Items 4, 33, 62) + (PQ6 Item 90)
Sum (PQ7 Items 5, 34, 63) + (PQ6 Item 91)
Sum (PQ7 Items 6, 35, 64) + (PQ6 Item 92)
Sum (PQ7 Items 7, 36, 65) + (PQ6 Item 93)
Sum (PQ7 Items 8, 37, 66) + (PQ6 Item 94)
Sum (PQ7 Items 9, 38, 67) + (PQ6 Item 95)
Sum (PQ8 Items 1, 2, 30, 31 , 59, 60) + (PQ7 Item 88) Sum (PQ9 Items 1, 2, 30, 31 , 59, 60) + (PQ8 Item 88)
Sum (PQ8 Items 3, 32, 61) + (PQ7 Item 89)
Sum (PQ9 Items 3, 32, 61) + (PQ8 Item 89)
Sum (PQ8 Items 4, 33, 62) + (PQ7 Item 90)
Sum (PQ9 Items 4, 33, 62) + (PQ8 Item 90)
Sum (PQ8 Items 5, 34, 63) + (PQ7 Item 91)
Sum (PQ9 Items 5, 34, 63) + (PQ8 Item 91)
Sum (PQ8 Items 6, 35, 64) + (PQ7 Item 92)
Sum (PQ9 Items 6, 35, 64) + (PQ8 Item 92)
Sum (PQ8 Items 7, 36, 65) + (PQ7 Item 93)
Sum (PQ9 Items 7, 36, 65) + (PQ8 Item 93)
Sum (PQ8 Items 8, 37, 66) + (PQ7 Item 94)
Sum (PQ9 Items 8, 37, 66) + (PQ8 Item 94)
Sum (PQ8 Items 9, 38, 67) + (PQ7 Item 95)
Sum (PQ9 Items 9, 38, 67) + (PQ8 Item 95)
Sum (PQ7 Items 10, 39, 68) + (PQ6 Item 96)
Sum (PQ8 Items 10, 39, 68) + (PQ7 Item 96)
Sum (PQ9 Items 10, 39, 68) + (PQ8 Item 96)
Sum (PQ7 Items 11, 40, 69) + (PQ6 Item 97)
Sum (PQ7 Items 12, 41, 70) + (PQ6 Item 98)
Sum (PQ7 Items 13, 42, 71) + (PQ6 Item 99)
Sum (PQ7 Items 14, 43, 72) + (PQ6 Item 100)
Sum (PQ7 Items 15, 44, 73) + (PQ6 Item 101)
Sum (PQ8 Items 11, 40, 69) + (PQ7 Item 97)
Sum (PQ8 Items 12, 41, 70) + (PQ7 Item 98)
Sum (PQ8 Items 13, 42, 71) + (PQ7 Item 99)
Sum (PQ8 Items 14, 43, 72) + (PQ7 Item 100)
Sum (PQ8 Items 15, 44, 73) + (PQ7 Item 101)
Sum (PQ9 Items 11, 40, 69) + (PQ8 Item 97)
Sum (PQ9 Items 12, 41, 70) + (PQ8 Item 98)
Sum (PQ9 Items 13, 42, 71) + (PQ8 Item 99)
Sum (PQ9 Items 14, 43, 72) + (PQ8 Item 100)
Sum (PQ9 Items 15, 44, 73) + (PQ8 Item 101)
Sum (PQ7 Items 16, 45, 74) + (PQ6 Item 102)
Sum (PQ8 Items 16, 45, 74) + (PQ7 Item 102)
Sum (PQ9 Items 16, 45, 74) + (PQ8 Item 102)
Sum (PQ7 Items 17, 46, 75) + (PQ6 Item 103)
Sum (PQ8 Items 17, 46, 75) + (PQ7 Item 103)
Sum (PQ9 Items 17, 46, 75) + (PQ8 Item 103)
Sum (PQ7 Items 18, 47, 76) + (PQ6 Item 104)
Sum (PQ8 Items 18, 47, 76) + (PQ7 Item 104)
Sum (PQ9 Items 18, 47, 76) + (PQ8 Item 104)
Sum (PQ7 Items 19, 48, 77) + (PQ6 Item 105)
Sum (PQ7 Items 20, 49, 78) + (PQ6 Item 106)
Sum (PQ7 Items 21, 50, 79) + (PQ6 Item 107)
Sum (PQ7 Items 22, 51, 80) + (PQ6 Item 108)
Sum (PQ7 Items 23, 52, 81) + (PQ6 Item 109)
Sum (PQ7 Items 24, 53, 82) + (PQ6 Item 110)
Sum (PQ7 Items 25, 54, 83) + (PQ6 Item 111)
Sum (PQ8 Items 19, 48, 77) + (PQ7 Item 105)
Sum (PQ8 Items 20, 49, 78) + (PQ7 Item 106)
Sum (PQ8 Items 21, 50, 79) + (PQ7 Item 107)
Sum (PQ8 Items 22, 51, 80) + (PQ7 Item 108)
Sum (PQ8 Items 23, 52, 81) + (PQ7 Item 109)
Sum (PQ8 Items 24, 53, 82) + (PQ7 Item 110)
Sum (PQ8 Items 25, 54, 83) + (PQ7 Item 111)
Sum (PQ9 Items 19, 48, 77) + (PQ8 Item 105)
Sum (PQ9 Items 20, 49, 78) + (PQ8 Item 106)
Sum (PQ9 Items 21, 50, 79) + (PQ8 Item 107)
Sum (PQ9 Items 22, 51, 80) + (PQ8 Item 108)
Sum (PQ9 Items 23, 52, 81) + (PQ8 Item 109)
Sum (PQ9 Items 24, 53, 82) + (PQ8 Item 110)
Sum (PQ9 Items 25, 54, 83) + (PQ8 Item 111)
Sum (PQ7 Items 26, 55, 84) + (PQ6 Item 112)
Sum (PQ8 Items 26, 55, 84) + (PQ7 Item 112)
Sum (PQ9 Items 26, 55, 84) + (PQ8 Item 112)
Sum (PQ7 Items 27, 56, 85) + (PQ6 Item 113)
Sum (PQ8 Items 27, 56, 85) + (PQ7 Item 113)
Sum (PQ9 Items 27, 56, 85) + (PQ8 Item 113)
Sum (PQ7 Items 28, 57, 86) + (PQ6 Item 114)
Sum (PQ8 Items 28, 57, 86) + (PQ7 Item 114)
Sum (PQ9 Items 28, 57, 86) + (PQ8 Item 114)
Sum (PQ7 Items 29, 58, 87) + (PQ6 Item 115)
Sum (PQ8 Items 29, 58, 87) + (PQ7 Item 115)
Sum (PQ9 Items 29, 58, 87) + (PQ8 Item 115)
Page Reference in the
Capital Plan
Comments
CACIY814
CACIQ750
FR Y-14A Schedule E - Operational Risk
Institution Name:
RSSD ID:
Source:
Submission Date (MM/DD/YYYY):
BHC or IHC
FR Y-14A Schedule E.1 - Legal Reserves Reporting
Annual Reporting of Legal Reserves
a. For each year in the chart below, report the total dollar value of the institution’s legal reserve balance, representing the total legal reserve balance that was included on the institution’s financial statements for the as-of quarter. The BHC’s
or IHC's initial submission should contain annual legal reserve balances from Q4 of the as-of reporting quarter as well as Q4 from the prior four years.
Total Legal Reserve Balance
Year
Total Legal Reserves:
$ Balance (Millions)
As-of Q4
CAORW923
Q4 - HY1
CAORW924
Q4 - HY2
CAORW925
Q4 - HY3
CAORW926
Q4 - HY4
CAORW927
*HY = Historical Year
b. Legal Reserves Pertaining to Repurchase Litigation (Voluntary): For the as-of quarter, on a voluntary basis, report the total dollar value of the institution’s legal reserves pertaining to repurchase litigation which was
included on the institution’s financial statements as part of the total legal reserve for the as-of quarter. Also please report the subset of this amount which is related only to contractual Representation and Warranty
(R&W) claims (excluding any amounts set aside for damages, penalties, etc).
Total Repurchase Litigation Reserve Balance
As of Quarter
Voluntary Reporting of Legal Reserves Pertaining to Repurchase Litigation:
Q4
$ Balance (Millions)
CAORW928
Repurchase Litigation Reserve
Balance related only to
contractual R&W claims
$ Balance (Millions)
CAORW929
FR Y-14A Schedule E.2 - Material Operational Risk Identification
Material Operational Risk Identification
List all material operational risks identified within the firm, the risk segments in which each risk appears and the loss projection amount for each risk/risk segment combination. Add additional rows when necessary.
Material Operational Risks
Material Operational Risks included in the firm's loss projections:
…
Material Operational Risks excluded from the firm's loss projections:
…
Risk Name
Risk Segment
BHC Baseline Projection Amount - BHC Stress Projection Amount 9 Quarter Loss Projection
9 Quarter Loss Projection
FR Y-14A Schedule E.3 - Operational Risk Scenarios
Operational Risk Scenarios
Firm name:
Operational Risk Scenario Name
What percentage of the operational loss estimates were generated using scenarios?
Total number of operational risk scenarios used in loss projections
Operational Risk BHC
Baseline 9 Quarter
Projection
0
0
0
0
0
0
Operational Risk BHC
Stress 9 Quarter
Projection
0
0
0
0
0
0
%
0
%
0
Methodology for Applying Operational Risk
Scenario Results
FR Y‐14A Schedule F.2 ‐ Pro Forma Combining Balance Sheet Mergers and Material Acquisitions
Amounts in Millions
Purchase
Accounting
Pre‐Acquisition Book Value
Adjustments
on as‐of date
Fair Value
Adjustments
4
5
SECURITIES
Held to Maturity (HTM) (1)
Available for Sale (AFS)
Total Securities
Of which:
Securitizations (investment grade)
Securitizations (non‐investment grade)
6
Total Loans and Leases
Real Estate Loans (in Domestic Offices)
CBPLP643
CBPMP643
CBPNP643
7
First Lien Mortgages
CBPL5367
CBPM5367
CBPN5367
8
First Lien Mortgages
CBPLP644
CBPMP644
CBPNP644
9
First Lien HELOAN
CBPLP645
CBPMP645
CBPNP645
10
Second / Junior Lien Mortgages
CBPLP646
CBPMP646
CBPNP646
11
Closed‐End Junior Liens
CBPL5368
CBPM5368
CBPN5368
12
HELOCs
CBPL1797
CBPM1797
CBPN1797
13
CRE Loans
CBPLP647
CBPMP647
CBPNP647
14
Construction
CBPLP648
CBPMP648
CBPNP648
15
Multifamily
CBPL1460
CBPM1460
CBPN1460
16
Nonfarm, Non‐residential
CBPLP649
CBPMP649
CBPNP649
17
Owner‐Occupied
CBPLF160
CBPMF160
CBPNF160
18
Non‐Owner‐Occupied
CBPLF161
CBPMF161
CBPNF161
19
Loans Secured by Farmland
CBPL1420
CBPM1420
CBPN1420
20
Real Estate Loans (Not in Domestic Offices)
CBPLP650
CBPMP650
CBPNP650
21
First Lien Mortgages
CBPLP651
CBPMP651
CBPNP651
22
Second / Junior Lien Mortgages
CBPLP652
CBPMP652
CBPNP652
CRE Loans
CBPLP653
CBPMP653
CBPNP653
24
Construction
CBPLP654
CBPMP654
CBPNP654
25
Multifamily
CBPLP655
CBPMP655
CBPNP655
26
Nonfarm, Non‐residential
CBPLP656
CBPMP656
CBPNP656
27
Owner‐Occupied
CBPLP657
CBPMP657
CBPNP657
28
Non‐Owner‐Occupied
CBPLP658
CBPMP658
CBPNP658
29
30
Loans Secured by Farmland
CBPLP659
CBPMP659
CBPNP659
C&I Loans
31
C&I Graded
CBPLP660
CBPLP661
CBPMP660
CBPMP661
CBPNP660
CBPNP661
32
Small Business (Scored/Delinquency Managed)
CBPLP662
CBPMP662
CBPNP662
33
Corporate Card
CBPLP663
CBPMP663
CBPNP663
34
Business Card
CBPLP664
CBPMP664
CBPNP664
1
2
3
23
CBPL1754
CBPL1773
CBPLP640
CBPM1754
CBPM1773
CBPMP640
CBPN1754
CBPN1773
CBPNP640
CBPLP641
CBPLP642
CBPMP641
CBPMP642
CBPNP641
CBPNP642
FR Y‐14A Schedule F.2 ‐ Pro Forma Combining Balance Sheet Mergers and Material Acquisitions
Amounts in Millions
Purchase
Accounting
Pre‐Acquisition Book Value
Adjustments
on as‐of date
Fair Value
Adjustments
35
Credit Cards
CBPLP665
CBPMP665
CBPNP665
36
Charge Card
CBPLP666
CBPMP666
CBPNP666
37
Bank Card
CBPLP667
CBPMP667
CBPNP667
Other Consumer
Auto Loans
Student Loans
Other loans backed by securities (non‐purpose lending)
Other
Other Loans and Leases
Loans to Foreign Governments
Agricultural Loans
Loans for purchasing or carrying securities (secured or
unsecured)
Loans to Depositories and Other Financial Institutions
All Other Loans and Leases
All Other Loans (exclude consumer loans)
All Other Leases
Total Loans and Leases
CBPLP668
CBPMP668
CBPNP668
CBPLK137
CBPLP669
CBPLP670
CBPLP671
CBPLP672
CBPL2081
CBPL1590
CBPL1545
CBPMK137
CBPMP669
CBPMP670
CBPMP671
CBPMP672
CBPM2081
CBPM1590
CBPM1545
CBPNK137
CBPNP669
CBPNP670
CBPNP671
CBPNP672
CBPN2081
CBPN1590
CBPN1545
CBPLP673
CBPLP674
CBPLJ451
CBPLF163
CBPLP675
CBPMP673
CBPMP674
CBPMJ451
CBPMF163
CBPMP675
CBPNP673
CBPNP674
CBPNJ451
CBPNF163
CBPNP675
38
39
40
41
42
43
44
45
46
47
48
49
50
51
FR Y‐14A Schedule F.2 ‐ Pro Forma Combining Balance Sheet Mergers and Material Acquisitions
Amounts in Millions
Purchase
Accounting
Pre‐Acquisition Book Value
Adjustments
on as‐of date
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
LOANS HELD FOR INVESTMENT AT AMORTIZED COST
Real Estate Loans (in Domestic Offices)
First Lien Mortgages
First Lien Mortgages
First Lien HELOAN
Second / Junior Lien Mortgages
Closed‐End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Owner‐Occupied
Non‐Owner‐Occupied
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
First Lien Mortgages
Second / Junior Lien Mortgages
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Owner‐Occupied
Non‐Owner‐Occupied
Loans Secured by Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Business and Corporate Card
Credit Cards
Other Consumer
Auto Loans
Student Loans
Other loans backed by securities (non‐purpose lending)
Other
CBPLP676
CBPLP677
CBPLP381
CBPLP389
CBPLP678
CBPLP397
CBPLP405
CBPLP679
CBPLP680
CBPLP681
CBPLP682
CBPLP683
CBPLP684
CBPLP685
CBPLP686
CBPLP415
CBPLP423
CBPLP687
CBPLP688
CBPLP689
CBPLP690
CBPLP691
CBPLP692
CBPLP693
CBPLP694
CBPLP695
CBPLP696
CBPLP697
CBPLP698
CBPLP699
CBPLP700
CBPLP491
CBPLP701
CBPLP702
CBPMP676
CBPMP677
CBPMP381
CBPMP389
CBPMP678
CBPMP397
CBPMP405
CBPMP679
CBPMP680
CBPMP681
CBPMP682
CBPMP683
CBPMP684
CBPMP685
CBPMP686
CBPMP415
CBPMP423
CBPMP687
CBPMP688
CBPMP689
CBPMP690
CBPMP691
CBPMP692
CBPMP693
CBPMP694
CBPMP695
CBPMP696
CBPMP697
CBPMP698
CBPMP699
CBPMP700
CBPMP491
CBPMP701
CBPMP702
Fair Value
Adjustments
CBPNP676
CBPNP677
CBPNP381
CBPNP389
CBPNP678
CBPNP397
CBPNP405
CBPNP679
CBPNP680
CBPNP681
CBPNP682
CBPNP683
CBPNP684
CBPNP685
CBPNP686
CBPNP415
CBPNP423
CBPNP687
CBPNP688
CBPNP689
CBPNP690
CBPNP691
CBPNP692
CBPNP693
CBPNP694
CBPNP695
CBPNP696
CBPNP697
CBPNP698
CBPNP699
CBPNP700
CBPNP491
CBPNP701
CBPNP702
FR Y‐14A Schedule F.2 ‐ Pro Forma Combining Balance Sheet Mergers and Material Acquisitions
Amounts in Millions
Purchase
Accounting
Pre‐Acquisition Book Value
Adjustments
on as‐of date
86 Other Loans and Leases
87 Loans to Foreign Governments
88 Agricultural Loans
Loans for purchasing or carrying securities (secured or
89 unsecured)
90 Loans to Depositories and Other Financial Institutions
91 All Other Loans and Leases
92 All Other Loans (exclude consumer loans)
93 All Other Leases
94 Total Loans and Leases
95
96
97
98
99
100
101
102
103
104
105
106
107
108
Loans Held for Sale and Loans Accounted for under the Fair
Value Option
Real Estate Loans (in Domestic Offices)
First Lien Mortgages
Second / Junior Lien Mortgages
CRE Loans
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
Residential Mortgages
CRE Loans
Loans Secured by Farmland
C&I Loans
Credit Cards
Other Consumer
Other Loans and Leases
Total Loans Held for Sale and Loans Accounted for under the
Fair Value Option
109 Unearned Income on Loans
110 Allowance for Loan and Lease Losses (2)
Loans and Leases (Held for Investment and Held for Sale), Net
111 of Unearned Income and Allowance for Loan and Lease Losses
(3)
Fair Value
Adjustments
CBPLP703
CBPLP704
CBPLP705
CBPLP706
CBPMP703
CBPMP704
CBPMP705
CBPMP706
CBPNP703
CBPNP704
CBPNP705
CBPNP706
CBPLP707
CBPLP708
CBPLP709
CBPLP710
CBPLP711
CBPMP707
CBPMP708
CBPMP709
CBPMP710
CBPMP711
CBPNP707
CBPNP708
CBPNP709
CBPNP710
CBPNP711
CBPLP712
CBPLP713
CBPLP714
CBPLP715
CBPLP716
CBPLP717
CBPLP718
CBPLP719
CBPLP720
CBPLP721
CBPLP722
CBPLP723
CBPLP724
CBPLP725
CBPMP712
CBPMP713
CBPMP714
CBPMP715
CBPMP716
CBPMP717
CBPMP718
CBPMP719
CBPMP720
CBPMP721
CBPMP722
CBPMP723
CBPMP724
CBPMP725
CBPNP712
CBPNP713
CBPNP714
CBPNP715
CBPNP716
CBPNP717
CBPNP718
CBPNP719
CBPNP720
CBPNP721
CBPNP722
CBPNP723
CBPNP724
CBPNP725
CBPL2123
CBPL3123
CBPLP726
CBPM2123
CBPM3123
CBPMP726
CBPN2123
CBPN3123
CBPNP726
FR Y‐14A Schedule F.2 ‐ Pro Forma Combining Balance Sheet Mergers and Material Acquisitions
Amounts in Millions
Purchase
Accounting
Pre‐Acquisition Book Value
Adjustments
on as‐of date
TRADING
112 Trading Assets
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
INTANGIBLES
Goodwill
Mortgage Servicing Rights
Not applicable
All Other Identifiable Intangible Assets
Total Intangible Assets
OTHER
Cash and cash equivalent
Federal funds sold
Securities purchased under agreements to resell (4)
Premises and Fixed Assets
OREO
Commercial
Residential
Farmland
Collateral Underlying Operating Leases for Which the Bank is
the Lessor (5)
Autos
Other
Other Assets (6)
Total Other
131 TOTAL ASSETS
Fair Value
Adjustments
CBPL3545
CBPM3545
CBPN3545
CBPL3163
CBPL3164
CBPM3163
CBPM3164
CBPN3163
CBPN3164
CBPL5507
CBPLP727
CBPM5507
CBPMP727
CBPN5507
CBPNP727
CBPLP728
CBPLB987
CBPLB989
CBPL2145
CBPL2150
CBPLP729
CBPLP730
CBPLP731
CBPLP732
CBPMP728
CBPMB987
CBPMB989
CBPM2145
CBPM2150
CBPMP729
CBPMP730
CBPMP731
CBPMP732
CBPNP728
CBPNB987
CBPNB989
CBPN2145
CBPN2150
CBPNP729
CBPNP730
CBPNP731
CBPNP732
CBPLP733
CBPLP734
CBPLP735
CBPLP736
CBPMP733
CBPMP734
CBPMP735
CBPMP736
CBPNP733
CBPNP734
CBPNP735
CBPNP736
CBPL2170
CBPM2170
CBPN2170
FR Y‐14A Schedule F.2 ‐ Pro Forma Combining Balance Sheet Mergers and Material Acquisitions
Amounts in Millions
Purchase
Accounting
Pre‐Acquisition Book Value
Adjustments
on as‐of date
132 Deposits in domestic offices
Deposits in foreign offices, Edge and Agreement subsidiaries,
133 and IBFs
134 Deposits
Federal funds purchased and securities sold under agreements
135 to repurchase
136 Trading Liabilities
137 Other Borrowed Money
138 Subordinated Notes and Debentures
Subordinated Notes Payable to Unconsolidated Trusts Issuing
TruPS and TruPS Issued by Consolidated Special Purpose
139 Entities
140 Other Liabilities
Memo: Allowance for off‐balance sheet credit exposures
141
142 Total Liabilities
143
144
145
146
147
148
149
Perpetual Preferred Stock and Related Surplus
Common Stock (Par Value)
Surplus (Exclude All Surplus Related to Preferred Stock)
Retained Earnings
Accumulated Other Comprehensive Income (AOCI)
Other Equity Capital Components
Total BHC Equity Capital
Noncontrolling (Minority) Interests in Consolidated
150 Subsidiaries
151 Total Equity Capital
(1)
(2)
(3)
(4)
(5)
(6)
Fair Value
Adjustments
CBPLP737
CBPLP738
CBPMP737
CBPMP738
CBPNP737
CBPNP738
CBPLP739
CBPLP740
CBPMP739
CBPMP740
CBPNP739
CBPNP740
CBPL3548
CBPL3190
CBPL4062
CBPLC699
CBPM3548
CBPM3190
CBPM4062
CBPMC699
CBPN3548
CBPN3190
CBPN4062
CBPNC699
CBPL2750
CBPLB557
CBPM2750
CBPMB557
CBPN2750
CBPNB557
CBPL2948
CBPM2948
CBPN2948
CBPL3283
CBPL3230
CBPL3240
CBPL3247
CBPLB530
CBPLA130
CBPL3210
CBPM3283
CBPM3230
CBPM3240
CBPM3247
CBPMB530
CBPMA130
CBPM3210
CBPN3283
CBPN3230
CBPN3240
CBPN3247
CBPNB530
CBPNA130
CBPN3210
CBPL3000
CBPM3000
CBPN3000
CBPLG105
CBPMG105
CBPNG105
Footnotes to the Balance Sheet Worksheet
Institutions that have adopted ASU 2016‐13 should report item 1 net of any applicable allowance for credit losses.
For institutions that adopted ASU 2016‐13, this item will represent the allowance for credit losses on loans and leases.
For institutions that adopted ASU 2016‐13, this item will be net of unearned income and allowance for credit losses on loans and leases.
Institutions that adopted ASU 2016‐13 should report item 120 net of any applicable allowance for credit losses.
Refers to the balance sheet carrying amount of any equipment or other asset rented to others under operating leases, net of accumulated depreciation.
Institutions that adopted ASU 2016‐13, should report item 129 net of any applicable allowance for credit losses.
Collection of Supplemental CECL Information
Effect of Changes in Accounting Principles
Item
First quarter of CECL adoption
1
Institutions applying CECL transition provisions
2
Institutions applying CECL transition provisions: Retained
2a Earnings
Institutions applying CECL transition provisions: DTAs from
2b temporary differences
Institutions applying CECL transition provisions: credit loss
2c allowances eligible for inclusion in regulatory capital
2d
3
4
5
6
Institutions applying CECL transition provisions: average
total consolidated assets
Institutions applying CECL transition provisions: total
2e leverage exposure
Adoption of Current Expected Credit Loss Methodology –
ASC Topic 326
Allowances for credit losses recognized upon the acquisition
of purchased credit‐deteriorated assets
Effect of adoption of current expected credit losses
methodology on allowances for credit losses on loans and
leases held for investment and held‐to‐maturity debt
securities
Total allowance for credit losses
Allowance for credit losses on loans and leases held for
6a investment
6b Allowance for credit losses on held‐to‐maturity securities
6c Allowance for credit losses on available‐for‐sale securities
MDRM
CASTLC05
CASTLC06
CASTLC07
CASTLC08
CASTLC09
CASTLC10
CASTLC11
CASTJJ26
CASTLC12
CASTLC13
CASTLC14
CASTLC15
CASTLC16
CASTLC17
Actual in
$Millions as
of date
| File Type | application/pdf |
| File Modified | 2020-06-10 |
| File Created | 2020-06-10 |