FR_Y-14A_Summary_form_COVID_GMS_Draft

FR Y-14A Schedule A - Summary

DRAFT
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
as of date

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

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

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

FR Y-14A Schedule A.1.a - Income Statement

Sums in $Millions
PQ 2 - PQ 5

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

-

PQ 6 - PQ 9

-

9-Quarter

-

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
as of date

Item
44
45
46
47
48
49
50
51
52
53
54
55
56
57

Projected in $Millions

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

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

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

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

67

Total Losses

CASIP580

CPSIP580

-

-

-

-

-

-

-

-

-

CASIKU69
CASIP581

CPSIKU69
CPSIP581

-

-

-

-

-

-

-

-

-

CASIKU70

CPSIKU70

CASIKU71

CPSIKU71

CASIKU72
CASIP582
CASIP583
CASIP584
CASIP585
CASIP586
CASIP587
CASIP588
CASIP589
CASIP590

CPSIKU72
CPSIP582
CPSIP583
CPSIP584
CPSIP585
CPSIP586
CPSIP587
CPSIP588
CPSIP589
CPSIP590

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

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

-

-

-

-

-

-

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
as of date

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

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)

PQ 1

PQ 2

PQ 3

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

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

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

Projected in $Millions

as of date

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

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
CASIKU79
CASIP633
CASIP634
CASIP635
CASI3196

CPSIP632
CPSIKU79
CPSIP633
CPSIP634
CPSIP635
CPSI3196

-

-

-

-

-

-

-

-

-

CASI3521

CPSI3521

CASIXXXX
CASI4310

CPSIXXXX
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)
127a Realized Gains (Losses) on held-to-maturity securities, including OTTI (11)
127b Unrealized holding gains (losses) on equity securities not held for trading
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

-na-

-

-na-

-

-na-

-

-na-

-

-na-

-

-na-

-

-na-

-

-na-

-

-na-

-

FR Y-14A Schedule A.1.a - Income Statement

Sums in $Millions
PQ 2 - PQ 5

Item

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

-

-

-

-

-

-

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

-

-

-

126 Realized Gains (Losses) on available-for-sale securities, including OTTI (11)
127a Realized Gains (Losses) on held-to-maturity securities, including OTTI (11)
127b Unrealized holding gains (losses) on equity securities not held for trading
128 Income (loss) before applicable income taxes and discontinued operations

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

-na-

-

-na-

-

-na-

-

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)
127a Realized Gains (Losses) on held-to-maturity securities, including OTTI (11)
127b Unrealized holding gains (losses) on equity securities not held for trading
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)
127a Realized Gains (Losses) on held-to-maturity securities, including OTTI (11)
127b Unrealized holding gains (losses) on equity securities not held for trading
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
as of date

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 201613.
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 201613.
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 127a.
(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
PQ 2 - PQ 5

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 201613.
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 201613.
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 127a.
(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 201613.
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 201613.
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 127a.
(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 201613.
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 201613.
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 127a.
(8)

FR Y-14A Schedule A.1.b - Balance Sheet
PQ 1

Item

PQ 4

PQ 3

PQ 2

Projected in $Millions
PQ 5
PQ 6

PQ 7

PQ 8

PQ 9

Assets
SECURITIES
1 Held to Maturity (HTM) (1)
2a Available for Sale (AFS)
2b Equity securities with readily determinable fair values not held for trading
3 Total Securities
Of which:
4 Securitizations (investment grade)
5 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

CPSB1754
CPSB1773
CPSBXXXX
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
46
47
48
49
50
51

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
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

CPSBP660
CPSBP661
CPSBP662
CPSBP663
CPSBP664
CPSBP665
CPSBP666
CPSBP667
CPSBP668
CPSBK137
CPSBP669
CPSBP670
CPSBP671
CPSBP672
CPSB2081
CPSB1590
CPSB1545
CPSBP673
CPSBP674
CPSBJ451
CPSBF163
CPSBP675

PQ 4

PQ 3

PQ 2

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 4

PQ 3

PQ 2

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
89
90
91
92
93
94

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
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

PQ 4

PQ 3

PQ 2

Projected in $Millions
PQ 5
PQ 6

PQ 7

PQ 8

PQ 9

CPSBP699
CPSBP700
CPSBP491
CPSBP701
CPSBP702
CPSBP703
CPSBP704
CPSBP705
CPSBP706
CPSBP707
CPSBP708
CPSBP709
CPSBP710
CPSBP711

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

CPSBP712
CPSBP713
CPSBP714
CPSBP715
CPSBP716
CPSBP717
CPSBP718
CPSBP719
CPSBP720
CPSBP721
CPSBP722
CPSBP723
CPSBP724

-

-

-

-

-

-

-

-

-

CPSBP725

-

-

-

-

-

-

-

-

-

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
108
Option
95
96
97
98
99
100
101
102
103
104
105
106
107

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 Unearned
111
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

Premises and Fixed Assets
OREO
Commercial
Residential
Farmland

126 Collateral Underlying Operating Leases for Which the Bank is the Lessor (5)
127
128
129
130

Autos
Other
Other Assets (6)
Total Other

131 TOTAL ASSETS

PQ 4

PQ 3

PQ 2

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 4

PQ 3

PQ 2

Projected in $Millions
PQ 5
PQ 6

PQ 7

PQ 8

PQ 9

Liabilities
132 Deposits in domestic offices
133 Deposits in foreign offices, Edge and Agreement subsidiaries, and 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
Subordinated Notes Payable to Unconsolidated Trusts Issuing TruPS and
139
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 depreciation.
(5) 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 6
PQ 4
PQ 5

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: Held-to-maturity
Securities: Available-for-sale and equity securities with readily determinable fair values not
2b held for trading
3 Federal funds sold

CASS0010
CASS1754

CPSS0010
CPSS1754

CASS1773
CASSB987

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)
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

CASSS625

-

CPSSS625

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
Standardized measure of specific risk add-ons (greater of item 32 or 33)
CPSSS335
CASSS335

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Market Risk
24 Value-at-risk (VaR) with Multiplier
25 Stressed VaR with Multiplier
Specific risk add-on
Debt positions
26
Equity positions
27

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

46
47a
47b
47c
47d
47e
47f
47g

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

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

CASSS630
CASSS631
CASSS632
CASSS633
CASSS634
CASSS635
CASSS636

CPSS8764

-

-

CPSSS629
CPSSS630
CPSSS631
CPSSS632
CPSSS633
CPSSS634
CPSSS635
CPSSS636
CPSSS637
CPSSS638
CPSSS639
CPSSS640
CPSSS641
CPSSS642
CPSSS643
CPSSS644

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

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

Item

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17

18

19
20
21
22
23

Adjusted
Starting
1
Value

As of Date
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
Effect of changes in accounting principles and corrections of material accounting
errors
Balance end of previous QUARTER as restated (sum of items 1 and 2)
Net income (loss) attributable to bank holding company
Sale of perpetual preferred stock (excluding treasury stock transactions):
Sale of perpetual preferred stock, gross
Conversion or retirement of perpetual preferred stock
Sale of common stock:
Sale of common stock, gross
Conversion or retirement of common stock
Sale of treasury stock
Purchase of treasury stock
Changes incident to business combinations, net
Cash dividends declared on preferred stock
Cash dividends declared on common stock
Other comprehensive income
Change in the offsetting debit to the liability for Employee Stock Ownership Plan
(ESOP) debt guaranteed by the bank holding company
Other adjustments to equity capital (not included above)*

25
26

PQ 6 PQ 9

PQ 2

PQ 3

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

9-Quarter

CASKB507
CASKB508
CASK4340

CPSKB507
CPSKB508
CPSK4340

CASK3577
CASK3578

CPSK3577
CPSK3578

-

-

-

CASK3579
CASK3580
CASK4782
CASK4783
CASK4356
CASK4598

CPSK3579
CPSK3580
CPSK4782
CPSK4783
CPSK4356
CPSK4598

-

-

-

CASK4460
CASKB511

CPSK4460
CPSKB511

-

-

-

CASK4591
CASK3581

CPSK4591
CPSK3581

-

-

-

-

-

-

CASK3210

Schedule HC-R per 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

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 1

PQ 2 PQ 5

CPSK3217

CASDP840

CPSK3210

-

-

CPSDP840

Common equity tier 1 capital: adjustments and deductions
24

Sums in $Millions

CASK3217

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)

Projected in $Millions

CASDP841

CPSDP841

CASDP842

CPSDP842

CASDP843

CPSDP843

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

FR Y-14A Schedule A.1.d. - 1. Capital - CCAR and 2. Capital - DFAST
Item

27

28

Adjusted
Starting
Value1

As of Date
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

Projected in $Millions

PQ 1

PQ 2

PQ 3

PQ 4

PQ 5

Sums in $Millions

PQ 6

PQ 7

PQ 8

PQ 2 PQ 5

PQ 9

If Item 18 is “0” for “No”, complete item 32 only for AOCI related adjustments.

32

33

34

35
36
37a

37b
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 nonsignificant 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)
Investments in the capital of unconsolidated financial institutions, net of
associated DTLs, that exceed 25 percent common equity tier 1 capital deduction
threshold
MSAs, net of associated DTLs, that exceed the common equity tier 1 capital
deduction threshold
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 common equity tier 1 capital deduction threshold

CASDP851
CASDP852

-

CPSDP851
CPSDP852

CASKP853

CPSKP853

CASKLF29

CPSKLF29

CASKP854

CPSKP854

CASKP855

CPSKP855

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 )
CASKP856
Deductions applied to common equity tier 1 capital due to insufficient amount of
additional tier 1 capital and tier 2 capital to cover deductions
CASDP857
Total adjustments and deductions for common equity tier 1 capital (sum of items
37a through 41)
CASDP858
Common equity tier 1 capital (item 36 minus 42)
CASDP859

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

CPSKP856
CPSDP857
-

CPSDP858
CPSDP859

PQ 6 PQ 9

9-Quarter

FR Y-14A Schedule A.1.d. - 1. Capital - CCAR and 2. Capital - DFAST
Item

44
45

Adjusted
Starting
Value1

As of Date
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

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

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)

-

CPSD8274

Projected in $Millions

Sums in $Millions

PQ 1

PQ 2

PQ 3

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

-

-

-

-

-

-

-

-

-

CASDP866
CASDP867
CASDP868
CASD5310

CPSDP866
CPSDP867
CPSDP868
CPSD5310

CASE5310

CPSE5310

CASDQ257
CASDP870

-

CPSDQ257
CPSDP870

-

-

-

-

-

-

-

-

-

-

CPSEP870
CPSDP872
CPSD5311

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

CASEP870
CASDP872
CASD5311
CASE5311

CASD3792
CASE3792

CPSE5311

-

CPSD3792
CPSE3792

PQ 2 PQ 5

PQ 6 PQ 9

9-Quarter

FR Y-14A Schedule A.1.d. - 1. Capital - CCAR and 2. Capital - DFAST
Item

Adjusted
Starting
Value1

As of Date

Projected in $Millions

PQ 1

PQ 2

PQ 3

PQ 4

PQ 5

Sums in $Millions

PQ 6

PQ 7

PQ 8

PQ 2 PQ 5

PQ 9

Threshold Deductions Calculations
Items 64-71 should only be filed by firms subject to Category I and II standards

64a
64b
65
66

67
68
69

Non-significant investments in the capital of unconsolidated financial institutions
in the form of common stock, net of associated DTLs
Aggregate non-significant investments in the capital of unconsolidated financial
institutions, including in the form of common stock, additional tier 1, and tier 2
capital
Aggregate non-significant investments in the capital of unconsolidated financial
institutions in the form of common stock
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
Amount of non-significant investments that exceed the 10 percent deduction
threshold for non-significant investments
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
Permitted offsetting short positions in relation to the specific gross holdings
included above
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)

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

72

Investments in the capital of unconsolidated financial institutions (firms subject
to Category III and IV standards only)
Aggregate amount of investments in the capital of unconsolidated financial
institutions, net of associated DTLs

73

25 percent common equity tier 1 deduction threshold (25 percent of item 36)

74

Amount to be deducted from common equity tier 1 due to 25 percent deduction
threshold (greater of item 72 minus item 73 or zero)

75
76
77
78
79

Items 75-82 should be filed by all firms
MSAs, net of associated DTLs
Total mortgage servicing assets classified as intangible
Associated deferred tax liabilities which would be extinguished if the intangible
becomes impaired or derecognized under the relevant accounting standards
Mortgage servicing assets net of related deferred tax liabilities (item 75 minus
item 76)
Common equity tier 1 deduction threshold
Amount to be deducted from common equity tier 1 due to the deduction
threshold

CASDR643

CPSDR643

CASDXXXX

CASDXXXX

CASDR646

-

CPSDR646

-

-

-

-

-

-

-

-

-

CASDR647

-

CPSDR647

-

-

-

-

-

-

-

-

-

CASDQ259

CPSDQ259

CASDQ260

CPSDQ260

CASDQ261

-

CPSDQ261

-

-

-

-

-

-

-

-

-

CASDQ262

-

CPSDQ262

-

-

-

-

-

-

-

-

-

CASDP853

-

CPSDP853

-

-

-

-

-

-

-

-

-

CASDLF18

CPSDLF18

CASDLF19

-

CPSDLF19

-

-

-

-

-

-

-

-

-

CASDLF20

-

CPSDLF20

-

-

-

-

-

-

-

-

-

CASDQ263

CPSDQ263

CASDQ264

CPSDQ264

CASDQ265
CASDQ262

-

CPSDQ265
CPSDQ262

-

-

-

-

-

-

-

-

-

CASDP854

-

CPSDP854

-

-

-

-

-

-

-

-

-

CASDQ296
CASDQ262

-

CPSDQ296
CPSDQ262

-

DTAs arising from temporary differences that could not be realized through net
operating loss carrybacks, net of related valuation allowances and net of DTLs
80

DTAs arising from temporary differences that could not be realized through net
operating loss carrybacks, net of related valuation allowances and net of DTLs

81

Common equity tier 1 deduction threshold

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

PQ 6 PQ 9

9-Quarter

FR Y-14A Schedule A.1.d. - 1. Capital - CCAR and 2. Capital - DFAST
Item
82

Adjusted
Starting
Value1

As of Date
Amount to be deducted from common equity tier 1 due to the deduction
threshold
Items 83-86 should only be filed by firms subject to Category I and II standards

CASDP855

-

CPSDP855

Projected in $Millions

Sums in $Millions

PQ 1

PQ 2

PQ 3

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

-

-

-

-

-

-

-

-

-

PQ 2 PQ 5

PQ 6 PQ 9

9-Quarter

FR Y-14A Schedule A.1.d. - 1. Capital - CCAR and 2. Capital - DFAST
Item

Adjusted
Starting
Value1

As of Date

Projected in $Millions

Sums in $Millions

PQ 1

PQ 2

PQ 3

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

PQ 2 PQ 5

Aggregate of items subject to the 15% limit (significant investments, mortgage
servicing assets and deferred tax assets arising from temporary differences)
83
84
85
86
87

88
89
90
91

92
93
94
95
96
97

Sum of items 69, 77, and 80
15 percent common equity tier 1 deduction threshold
Sum of items 71, 79, and 82
Item 83 minus item 85
Amount to be deducted from common equity tier 1 due to 15 percent deduction
threshold
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 88 minus items 89 and 90)
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 riskweighted assets using advanced approaches rules

98

Total assets for the leverage ratio per revised regulatory capital rule (item 91)

99

Supplementary leverage ratio exposure

CASDQ266
CASDQ267
CASDQ268
CASDQ269

-

CPSDQ266
CPSDQ267
CPSDQ268
CPSDQ269

-

-

-

-

-

-

-

-

-

CASDQ270

-

CPSDQ270

-

-

-

-

-

-

-

-

-

CASK3368
CASDP875
CASDB596
CASDA224

CASDP859
CASD8274
CASD3792

-

CPSK3368
CPSDP875
CPSDB596
CPSDA224

-

-

-

-

-

-

-

-

-

-

CPSDP859
CPSD8274
CPSD3792

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

CASE3792

CPSE3792

CASDA223

CPSDA223

CASEA223

CPSEA223

CASKA224
CASKHK22

-

CPSKA224
CPSKHK22

PQ 6 PQ 9

9-Quarter

FR Y-14A Schedule A.1.d. - 1. Capital - CCAR and 2. Capital - DFAST
Item

As of Date

106
107

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 (%)

108

100
101
102
103
104
105

Adjusted
Starting
Value1

CASDP793
CASEP793
CASD7206
CASE7206
CASD7205
CASE7205
CASD7204

Projected in $Millions

Sums in $Millions

PQ 1

PQ 2

PQ 3

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

#DIV/0!

CPSDP793

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

CPSEP793
CPSD7206

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

CPSE7206
CPSD7205

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

CASKHK23

CPSE7205
CPSD7204
CPSKHK23

Schedule HC-F—Other Assets
Net deferred tax assets

CASK2148

CPSK2148

109

Schedule HC-G—Other Liabilities
Net deferred tax liabilities

CASK3049

CPSK3049

110
111

Issuances associated with the U.S. Department of Treasury Capital Purchase
Program:
Senior perpetual preferred stock or similar items
Warrants to purchase common stock or similar items

CASKG234
CASKG235

CPSKG234
CPSKG235

CASDQ275
CASDLC30
CASDLC31
CASDLC32

CPSDQ275
CPSDLC30
CPSDLC31
CPSDLC32

#DIV/0!

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,
112
tax credits and temporary differences (both deductible and taxable) fully reverse
at the report date
112a U.S. Federal Government
112b U.S. State Governments
112c All non-U.S. tax jurisdictions
113

Deferred tax assets that arise from net operating loss and tax credit
carryforwards, net of DTLs, but gross of related valuation allowances

CASDR648

CPSDR648

114

Valuation allowances related to deferred tax assets that arise from net operating
loss and tax credit carryforwards

CASDR649

CPSDR649

114a

U.S. Federal Government

CASDLC33

CPSDLC33

CASDLC34

CPSDLC34

CASDLC35

CPSDLC35

114b U.S. State Governments
114c

All non-U.S. tax jurisdictions

115

Deferred tax assets arising from temporary differences, net of DTLs

CASDR650

CPSDR650

115a

U.S. Federal Government

CASDLC36

CPSDLC36

CASDLC37

CPSDLC37

115b U.S. State Governments
115c

All non-U.S. tax jurisdictions

CASDLC38

CPSDLC38

116

Valuation allowances related to DTAs arising from temporary differences

CASDR651

CPSDR651

116a

U.S. Federal Government

CASDLC39

CPSDLC39

116b U.S. State Governments

CASDLC40
CASDLC41

CPSDLC40
CPSDLC41

117

All non-U.S. tax jurisdictions
Supplemental Capital Action Information (report in $Millions unless otherwise
noted)***
Cash dividends declared on common stock

CASD4460

CPSD4460

118
119

Common shares outstanding (Millions)
Common dividends per share ($)

CASDQ946
CASDQ282

116c

-

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
Item

Adjusted
Starting
Value1

As of Date

PQ 2

PQ 3

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

-

CPSDQ283
CPSDQ284
CPSDQ285

-

-

-

-

-

-

-

-

-

-

CPSDQ286
CPSDQ287
CPSDQ288

-

-

-

-

-

-

-

-

-

Issuance of common stock for employee compensation
Other issuance of common stock
Total issuance of common stock

CASDQ283
CASDQ284
CASDQ285

123
124
125

Share repurchases to offset issuance for employee compensation
Other share repurchase
Total share repurchases

CASDQ286
CASDQ287
CASDQ288

126
127

Supplemental Information on Trust Preferred Securities Subject to Phase-Out
from Tier 1 Capital
Outstanding trust preferred securities
Trust preferred securities included in Item 49

CASKC699
CASDQ289

CPSKC699
CPSDQ289

CASDLE84
CASDLE85
CASDLE86
CASDLE87
CASDH311

CPSDLE84
CPSDLE85
CPSDLE86
CPSDLE87
CPSDH311

CASDLE88
CASDLE89
CASDLE90

CPSDLE88
CPSDLE89
CPSDLE90
CPSDH313
CPSDLE91
CPSDLE92
CPSDH314

Capital Buffers and Ratios
Capital conservation buffer requirement (sum of items a through c)
of which: Stress capital buffer requirement
of which: GSIB surcharge (if applicable)
of which: Countercyclical capital buffer amount (if applicable)
Capital conservation buffer
Leverage Buffer and Requirements

130

Total leverage exposure for the supplementary leverage ratio (SLR) (if applicable)

131
132

Leverage buffer requirement (if applicable)
Leverage buffer (if applicable)
Maximum Payout Ratio and Amounts
Eligible retained income
Maximum payout ratio
Maximum payout amount
Distributions and discretionary bonus payments during the quarter

CASDH313
CASDLE91
CASDLE92
CASDH314

Memoranda
*Please break out and explain below other adjustments to equity capital:

CASDQ290

133
134
135
136

137

138
139
140

141

(1)
(2)

**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 112 as follows:
Taxes paid during the fiscal year ended two years ago
CASDQ292
Taxes paid during the fiscal year ended one year ago
CASDQ293
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):

Sums in $Millions

PQ 1

120
121
122

128
128(a)
128(b)
128(c)
129

Projected in $Millions

CASDQ295

Footnotes to the Capital Worksheet
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.
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)
1
1a

Balances
Balances -- PCD (1)

CASRP381

CPSRP381

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

CASRKU97

CPSRKU97

CASRP389

CPSRP389

CASRKV00

CPSRKV00

6a

Loan Losses -- PCD (1)

7

Not applicable

8

Not applicable
First Lien HELOANs (in Domestic Offices)

9
9a

Balances
Balances -- PCD (1)

10

New originations

CASRP390

CPSRP390

11

Paydowns

CASRP391

CPSRP391

12

Asset Purchases

CASRP392

CPSRP392

13

Asset Sales

CASRP393

CPSRP393

14

Loan Losses

CASRP394

CPSRP394

CASRKV02

CPSRKV02

14a

Loan Losses -- PCD (1)

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
17a

Balances
Balances -- PCD (1)

CASRP397

CPSRP397

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

CASRKV07

CPSRKV07

22a

Loan Losses -- PCD (1)

23

Not applicable

24

Not applicable
HELOCs (in Domestic Offices)

25
26
26a
27
27a
28
28a

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

Balances -- PCD (1)

CPSRLC43

29

Paydowns

CASRP409

CPSRP409

30

Asset Purchases

CASRP410

CPSRP410

31

Asset Sales

CASRP411

CPSRP411

32

Loan Losses

CASRP412

CPSRP412

CASRKV12

CPSRKV12

32a

Loan Losses -- PCD (1)

33

Not applicable

34

Not applicable

-

-

-

FR Y-14A Schedule A.2.a - Retail Balance and Loss Projections

As-of

Item

PQ 1

First Lien Mortgages and HELOANs (International)
35
35a

Balances
Balances -- PCD (1)

CASRP415

CPSRP415

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

CASRKV17

CPSRKV17

CASRP423

CPSRP423

CASRKV20

CPSRKV20

40a

Loan Losses -- PCD (1)

41

Not applicable

42

Not applicable
Closed-End Junior Liens and HELOCs (International)

43
43a

Balances
Balances -- PCD (1)

44

New originations

CASRP424

CPSRP424

45

Paydowns

CASRP425

CPSRP425

46

Asset Purchases

CASRP426

CPSRP426

47

Asset Sales

CASRP427

CPSRP427

48

Loan Losses

CASRP428

CPSRP428

CASRKV22

CPSRKV22

48a

Loan Losses -- PCD (1)

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

Business Card (Domestic)
56

Balances

CASRP436

CPSRP436

57

Paydowns

CASRP437

CPSRP437

58

Asset Purchases

CASRP438

CPSRP438

59

Asset Sales

CASRP439

CPSRP439

60

Loan Losses

CASRP440

CPSRP440

Charge Card (Domestic)
61

Balances

CASRP441

-

CPSRP441

62

Balance from vintages < PQ 1

63

Balance from vintage PQ 1 - PQ 5

CPSRP443

64

Balance from vintage PQ 6 - PQ 9

CPSRP444

CASRP442

CPSRP442

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

Balances

CASRP449

-

CPSRP449

70

Balance from vintages < PQ 1

71

Balance from vintage PQ 1 - PQ 5

CPSRP451

72

Balance from vintage PQ 6 - PQ 9

CPSRP452

CASRP450

CPSRP450

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

104

Loan Losses

CASRP484

CPSRP484

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

122

Loan Losses

CASRP502

CPSRP502

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

128

Loan Losses

CASRP508

CPSRP508

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
Not Applicable
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
Not Applicable
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

Actual
Amortized
Cost
Accounting
Intent (AFS, (MM/DD/YY
HTM)
YY)

CCARP092

0

CASPP087

0

PQ 1

PQ 2

Credit Loss
Portion

Non- Credit
Loss Portion

CPSPN234

CPSPN235

0

Total OTTI

CPSPP091
0
-

PQ 3

Credit Loss
Portion

Non- Credit
Loss Portion

CPSPN234

CPSPN235

0

Total OTTI

CPSPP091
0
-

Credit Loss
Portion

Non- Credit
Loss Portion

CPSPN234

CPSPN235

0

Total OTTI

CPSPP091
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

Actual
Amortized
Cost
Accounting
Intent (AFS, (MM/DD/YY
HTM)
YY)

CCARP092

0

CASPP087

0

*For 'Other' AFS securities, please provide name of security type in row 20
appropriately.

PQ 4

PQ 5

Credit Loss
Portion

Non- Credit
Loss Portion

CPSPN234

CPSPN235

0

Total OTTI

CPSPP091
0
-

PQ 6

Credit Loss
Portion

Non- Credit
Loss Portion

CPSPN234

CPSPN235

0

Total OTTI

CPSPP091
0
-

Credit Loss
Portion

Non- Credit
Loss Portion

CPSPN234

CPSPN235

0

Total OTTI

CPSPP091
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

Actual
Amortized
Cost
Accounting
Intent (AFS, (MM/DD/YY
HTM)
YY)

CCARP092

0

CASPP087

0

*For 'Other' AFS securities, please provide name of security type in row 20
appropriately.

PQ 7

PQ 8

Credit Loss
Portion

Non- Credit
Loss Portion

CPSPN234

CPSPN235

0

Total OTTI

CPSPP091
0
-

PQ 9

Credit Loss
Portion

Non- Credit
Loss Portion

CPSPN234

CPSPN235

0

Total OTTI

CPSPP091
0
-

Credit Loss
Portion

Non- Credit
Loss Portion

CPSPN234

CPSPN235

0

Total OTTI

CPSPP091
0
-

FR Y-14A Schedule A.3.d - Projected OCI and Fair Value for AFS Securities

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21

Total Actual
Fair Market
Beginning Fair Value Projected
Value
Fair Market
Rate of
OCI MM/DD/YYYY Value PQ 1 Change PQ1
PQ 1
CASPP088
CPSPS677 CPSPS678 CPSPB530

Beginning Fair Value Projected
Rate of
OCI Fair Market
PQ 2
Value PQ 2 Change PQ2
CPSPS677 CPSPS678 CPSPB530

Beginning Fair Value Projected
Fair Market
Rate of
OCI Value PQ 3 Change PQ3
PQ 3
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

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
Fair Market
Rate of
OCI Value PQ 4 Change PQ4
PQ 4
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 pro
rows, please ensure that grand totals

-

-

-

Beginning Fair Value Projected
OCI Fair Market
Rate of
PQ 5
Value PQ 5 Change PQ5
CPSPS677 CPSPS678 CPSPB530

-

-

-

Beginning Fair Value Projected
Fair Market
Rate of
OCI Value PQ 6 Change PQ6
PQ 6
CPSPS677 CPSPS678 CPSPB530

-

-

-

Beginning Fair Value Projected
Fair Market
Rate of
OCI PQ 7
Value PQ 7 Change PQ7
CPSPS677 CPSPS678 CPSPB530

-

-

-

FR Y-14A Schedule A.3.d - Projected OCI and Fair Value for AFS Securities

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
Fair Market
Rate of
OCI Value PQ 8 Change PQ8
PQ 8
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 pro
rows, please ensure that grand totals

-

-

-

Beginning Fair Value Projected
OCI Fair Market
Rate of
PQ 9
Value PQ 9 Change PQ9
CPSPS677 CPSPS678 CPSPB530

-

-

-

Total
Projected
OCI in all
Quarters

-

Estimated Total Fair
Market Value after OCI
Shock applied to all
Quarters
CPSPP088

-

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

Actual Amortized
Cost
(MM/DD/YYYY)

Total Allowance
for Credit Loss
(MM/DD/YYYY)

CASSLC44

CASSLC14

PQ1

PQ2

PQ3

Projected
Projected
Projected
Provision for
Provision for
Provision for
Amortized Cost
Amortized Cost
Amortized Cost
Credit Loss
Credit Loss
Credit Loss
CPSSLC45
CPSSLC45
CPSSLC45
CPSSLC44
CPSSLC44
CPSSLC44

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 tha

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

PQ5

PQ6

PQ7

Projected
Projected
Projected
Projected
Provision for
Provision for
Provision for
Provision for
Amortized Cost
Amortized Cost
Amortized Cost
Amortized Cost
Credit Loss
Credit Loss
Credit Loss
Credit Loss
CPSSLC45
CPSSLC45
CPSSLC45
CPSSLC45
CPSSLC44
CPSSLC44
CPSSLC44
CPSSLC44

Note
1. Please provide name of securityat grand totals sum appropriately.

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

PQ9

Projected
Projected
Provision for
Provision for
Amortized Cost
Amortized Cost
Credit Loss
Credit Loss
CPSSLC45
CPSSLC45
CPSSLC44
CPSSLC44

FR Y-14A Schedule A.3.g - Expected Credit Loss and Provision for Credit Loss -- AFS securities

PQ1

AFS 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
Other2
Grand Total

Actual Amortized Total Allowance for
Cost
Credit Loss
(MM/DD/YYYY)
(MM/DD/YYYY)

CASSLC44

CASSLC14

PQ2

Expected
credit loss
Projected
Projected
Expected credit
before
Amortized Cost
Amortized Cost
loss before
applying the
applying the fair Provision for
fair value
1
Credit Loss
value floor
floor1
CPSSLC46
CPSSLC45
CPSSLC46
CPSSLC44
CPSSLC44

Provision for
Credit Loss
CPSSLC45

Note
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.

FR Y-14A Schedule A.3.g - Expected Credit Loss and Provision for Credit Loss -- AFS securities

PQ3

AFS 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
Other2
Grand Total

Expected
credit loss
Projected
before
Amortized Cost
applying the
fair value
floor1
CPSSLC46
CPSSLC44

Note
1. Please do not include Expected
2. Please provide name of security
grand totals sum appropriately.

PQ4
Expected
credit loss
Projected
before
Amortized Cost
applying the
fair value
Provision for
floor1
Credit Loss
CPSSLC45
CPSSLC46
CPSSLC44

PQ5
Expected
credit loss
Projected
before
Amortized Cost
applying the
fair value
Provision for
Credit Loss
floor1
CPSSLC45
CPSSLC46
CPSSLC44

PQ6
Expected
credit loss
Projected
before
Amortized Cost
applying the
fair value
Provision for
floor1
Credit Loss
CPSSLC45
CPSSLC46
CPSSLC44

Provision for
Credit Loss
CPSSLC45

FR Y-14A Schedule A.3.g - Expected Credit Loss and Provision for Credit Loss -- AFS securities

PQ7

AFS 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
Other2
Grand Total

Expected
credit loss
Projected
before
Amortized Cost
applying the
fair value
floor1
CPSSLC46
CPSSLC44

Note
1. Please do not include Expected
2. Please provide name of security
grand totals sum appropriately.

PQ8
Expected
credit loss
Projected
before
Amortized Cost
applying the
fair value
Provision for
floor1
Credit Loss
CPSSLC45
CPSSLC46
CPSSLC44

PQ9
Expected
credit loss
Projected
before
Amortized Cost
applying the
fair value
Provision for
Credit Loss
floor1
CPSSLC45
CPSSLC46
CPSSLC44

Provision for
Credit Loss
CPSSLC45

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
3H
Other (Please describe in documentation)

CPSSLD57
CPSSLD58
CPSSLD59
CPSSLD60
CPSSLD61
CPSSLD62
CPSSLD63
CPSSLD64
CPSSLD65

4 Commodities
4A
Oil Products
4B
Natural Gas
4C
Power
Emissions
4D
4E
Coal
4F
Dry Freight
4G
Structured Products
Precious Metals
4H
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

(A)

(B)

(C)

Trading

CVA Hedges

Total
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
9D
9E
9F
9G

Sovereign Credit
Advanced Economies
Emerging Europe
LatAm & Caribbean
Asia ex Japan
Middle East/North Africa
Sub-Saharan Africa
Supranationals

CPSSLE12
CPSSLE13
CPSSLE14
CPSSLE15
CPSSLE16
CPSSLE17
CPSSLE18
CPSSLE19

10
11
12
13
14

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

(A)

(B)

(C)

Trading

CVA Hedges

Total

FR Y-14A Schedule A.4 - Trading

5 Securitized Products
5A
Non-Agency RMBS (exclude Whole Loans)
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)

Severely Adverse
BHC Scenario

CPSSLD80
CPSSLD81
CPSSLD82
CPSSLD83
CPSSLD84
CPSSLD85
CPSSLD86
CPSSLD87
CPSSLD88
CPSSLD89
CPSSLD90

(A)
Trading

(B)
CVA Hedges

(C)
Total

16 Other Fair Value Assets
16A
Debt
Equity
16B
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) Losses

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

-

$

PQ 4

-

$

Total
($millions)

PY 2
PQ 5
CPSNQ945

-

$

PQ 7

PQ 6

-

$

-

$

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

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

-

-

-

-

-

-

-

-

-

BHCK4074BHCK4079BHCK4093+B
HCKC216Line Item 40

CPSNP631

-

-

-

-

-

-

-

-

-

BHCKC216

CPSNQ255
CPSNC216
CPSNQ256

-

-

-

-

-

-

-

-

-

CPSNQ240
CPSNQ241
CPSNQ242
CPSNQ243
CPSNQ244
CPSNQ245
CPSNQ246
CPSNQ247
BHCK4217
BHCKC232

CPSNQ248
CPSN4217
CPSNC232
CPSNQ249
CPSNQ250
CPSNQ251
CPSNQ252
CPSNQ253
CPSNQ254

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:

(5)
(6)
(7)

CPSNQ947
CPSNQ949
CPSNQ951
CPSNQ953
CPSNQ955
CPSNQ957
CPSNQ959
CPSNQ961
CPSNQ963
CPSNQ965
CPSNQ967

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 items 40-41.
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:

(10)
(11)
(12)

CPSNQ970

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:

(26)
(27)

CPSNQ971

CPSNQ972

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:

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

FR Y-14A Schedule A.7.b - PPNR Net Interest Income

#REF!

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

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)

41

Total Average Liability Balances

CPSNQ023
CPSNQ024
CPSNQ025
CPSNQ026
CPSNQ027
CPSNQ028
CPSNQ029
CPSNQ030
CPSNQ031
CPSNQ032
CPSNQ033
CPSNQ034
CPSNQ035
CPSNQ036
CPSNQ037

Projected in $Millions
PQ 4
PQ 5
PQ 6

PQ 1

PQ 2

PQ 3

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

PQ 7

PQ 8

PQ 9

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

CPSNQ038
CPSNQ039
CPSNQ040

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

(3)

(4)
(5)
(6)
(7)
(8)
(9)
(10)
(11)

CPSNQ983
CPSNQ985
CPSNQ987
CPSNQ989
CPSNQ991

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
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.
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

PQ 9