| I.A.1: Unencumbered Assets |
Unencumbered Assets |
Required |
| I.A.2: Capacity |
Capacity |
Required |
| I.A.3: Unrestricted Reserve Balances |
Unrestricted Reserve Balances |
Not Applicable |
| I.A.4: Restricted Reserve Balances |
Restricted Reserve Balances |
Not Applicable |
| I.A.5: Unsettled Asset Purchases |
Unsettled Asset Purchases |
Required |
| I.A.6: Forward Asset Purchases |
Forward Asset Purchases |
Required |
| I.A.7: Encumbered Assets |
Encumbered Assets |
Required |
| I.O.1: Derivative Receivables |
Derivative Receivables |
Not Applicable |
| I.O.2: Collateral Called for Receipt |
Collateral Called for Receipt |
Dependent |
| I.O.3: TBA Sales |
TBA Sales |
Required |
| I.O.4: Undrawn Committed Facilities Purchased |
Undrawn Committed Facilities Purchased |
Not Applicable |
| I.O.5: Lock-up Balance |
Lock-up Balance |
Not Applicable |
| I.O.6: Interest and Dividends Receivable |
Interest and Dividends Receivable |
Dependent |
| I.O.7: Net 30-Day Derivative Receivables |
Net 30-Day Derivative Receivables |
Not Applicable |
| I.O.8: Principal Payments Receivable on Unencumbered Investment Securities |
Principal Payments Receivable on Unencumbered Investment Securities |
Dependent |
| I.O.9: Other Cash Inflows |
Other Cash Inflows |
Not Applicable |
| I.S.1: Reverse Repo |
Reverse Repo |
Required |
| I.S.10: Synthetic Firm Sourcing |
Synthetic Firm Sourcing |
Required |
| I.S.2: Securities Borrowing |
Securities Borrowing |
Required |
| I.S.3: Dollar Rolls |
Dollar Rolls |
Required |
| I.S.4: Collateral Swaps |
Collateral Swaps |
Required |
| I.S.5: Margin Loans |
Margin Loans |
Required |
| I.S.6: Other Secured Loans - Rehypothecatable |
Other Secured Loans - Rehypothecatable |
Required |
| I.S.7: Outstanding Draws on Secured Revolving Facilities |
Outstanding Draws on Secured Revolving Facilities |
Required |
| I.S.8: Other Secured Loans - Non-Rehypothecatable |
Other Secured Loans - Non-Rehypothecatable |
Required |