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JPM Mortgage-backed Detail Amount

Residential: GNMA Guar 21,034,002,000
Residential: FNMA/FHLMC 68,776,000,000
Residential: Other (CMOs) 628,000,000
Residential: Private 13,162,000,000
Commercial: Pass-Through 3,076,000,000
Commercial: Issued/Guar 204,000,000
Commercial: Other 13,065,000,000

BAC Mortgage-backed Detail Amount
Residential: GNMA Guar 118,863,000,000
Residential: FNMA/FHLMC 178,562,000,000
Residential: Other (CMOs) 14,471,000,000
Residential: Private 648,000,000
Commercial: Pass-Through 12,515,000,000
Commercial: Issued/Guar 912,000,000
Commercial: Other 101,000,000

C Mortgage-backed Detail Amount
Residential: GNMA Guar 331,000,000
Residential: FNMA/FHLMC 46,045,000,000
Residential: Other (CMOs) 9,229,000,000
Residential: Private 5,211,000,000
Commercial: Pass-Through 1,636,000,000
Commercial: Issued/Guar 2,259,000,000
Commercial: Other 0

WFC Mortgage-backed Detail Amount
Residential: GNMA Guar 30,543,384,000
Residential: FNMA/FHLMC 164,648,946,000
Residential: Other (CMOs) 5,377,600,000
Residential: Private 7,360,000,000
Commercial: Pass-Through 900,000,000
Commercial: Issued/Guar 3,116,000,000
Commercial: Other 6,522,000,000

USB Mortgage-backed Detail Amount
Residential: GNMA Guar 10,540,970,000
Residential: FNMA/FHLMC 29,327,467,000
Residential: Other (CMOs) 39,763,604,000
Residential: Private 1,452,000
Commercial: Pass-Through 0
Commercial: Issued/Guar 14,078,000
Commercial: Other 0

BK Mortgage-backed Detail Amount
Residential: GNMA Guar 2,077,711,000
Residential: FNMA/FHLMC 30,671,443,000
Residential: Other (CMOs) 15,097,291,000
Residential: Private 2,550,465,000
Commercial: Pass-Through 2,600,000,000
Commercial: Issued/Guar 5,340,000,000
Commercial: Other 917,000,000

PNC Mortgage-backed Detail Amount
Residential: GNMA Guar 5,182,534,000
Residential: FNMA/FHLMC 29,884,838,000
Residential: Other (CMOs) 3,600,506,000
Residential: Private 3,387,187,000
Commercial: Pass-Through 1,522,433,000
Commercial: Issued/Guar 1,362,648,000
Commercial: Other 4,417,315,000

COF Mortgage-backed Detail Amount
Residential: GNMA Guar 9,960,018,000
Residential: FNMA/FHLMC 17,611,435,000
Residential: Other (CMOs) 21,906,500,000
Residential: Private 1,751,448,000
Commercial: Pass-Through 1,040,923,000
Commercial: Issued/Guar 5,575,927,000
Commercial: Other 1,730,269,000

HSBC Mortgage-backed Detail Amount
Residential: GNMA Guar 5,343,726,000
Residential: FNMA/FHLMC 7,475,569,000
Residential: Other (CMOs) 7,998,976,000
Residential: Private 5,422,000
Commercial: Pass-Through 0
Commercial: Issued/Guar 3,027,820,000
Commercial: Other 0

TD Mortgage-backed Detail Amount
Residential: GNMA Guar 598,930,000
Residential: FNMA/FHLMC 1,018,333,000
Residential: Other (CMOs) 2,460,702,000
Residential: Private 6,606,411,000
Commercial: Pass-Through 5,783,158,000
Commercial: Issued/Guar 13,089,342,000
Commercial: Other 7,890,500,000

Assuming the MBS Guarantee only applies to GSE type loans Total Loans GSE 20% risk weight reqs
$574,021,031,000.00 $114,804,206,200.00