Regulatory Capital Transitions Cover Sheet

Company-Run Annual Stress Test Reporting Template and Documentation for Covered Institutions with Total Consolidated Assets of over $50 Billion

DFAST14A_REGCAP_TRANSITIONS.xlsx

Regulatory Capital Transitions

OMB: 1557-0319

Document [xlsx]
Download: xlsx | pdf

Overview

CoverSheet
Annual_Instructions
Capital Composition
Exceptions Bucket Calc
RWA_Advanced
RWA_General
Leverage Exposure
Planned Actions


Sheet 1: CoverSheet

DFAST-14A: Regulatory Capital Transitions Cover Sheet (formerly Basel III and Dodd-Frank)



























Institution Name:





















RSSD ID:





















OCC CHARTER ID:





















As of Date (MM/DD/YY):





















Submission Date (MM/DD/YY):





















Please indicate the scenario associated with this submission using the following drop-down menu:











Supervisory Baseline














Please describe the baseline scenario associated with this submission. It should be consistent with that used for other capital plan baseline projections.


























Please refer to the "DFAST-14 Regulatory Capital Transitions Schedule Instructions" when completing this schedule.





























Supervisory Baseline












Sheet 2: Annual_Instructions

Instructions

1. Please complete the DFAST-14A Regulatory Capital Transitions Schedule using actual data for as of date, and projected data for the periods PY 1 through PY 6. For all projections, please use the baseline scenario as specified in the worksheet "CoverSheet."

2. Instructions for completing the schedule are contained in the document titled "DFAST-14 Regulatory Capital Transitions Schedule Instructions."

3. All data should be populated within the non-shaded cells in all worksheets. Cells highlighted in grey have embedded formulas and therefore will be automatically populated.

4. Banks should ensure that the version of Microsoft Excel they use to complete the schedule is set to automatically calculate formulas. This is achieved by setting “Calculation Options” (under the Formulas function) to “Automatic" within the settings for Microsoft Excel.

Sheet 3: Capital Composition

DFAST-14A - Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario)

























Capital Composition







B C D E F G H I










Regulatory Capital per Revised Regulatory Capital Rule (July 2013)






1 AOCI opt-out election? (enter "1" for Yes; enter "0" for No)

















Actual in


$Millions Projected in $Millions

Common equity tier 1 capital as of date PY 1 PY 2 PY 3 PY 4 PY 5 PY 6
2 Common stock and related surplus (net of treasury stock and unearned employee stock ownership plan [ESOP] shares)






3 Retained earnings






4 Accumulated other comprehensive income (AOCI)






5 Common equity tier 1 minority interest includable in common equity tier 1 capital






6 Common equity tier 1 before adjustments and deductions (sum of items 2 through 5)
















Common equity tier 1 capital: adjustments and deductions






7 Goodwill, net of associated deferred tax liabilities (DTLs)






8 Intangible assets (other than goodwill and mortgage servicing assets (MSAs)), net of associated DTLs






9 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 1 is “1” for “Yes”, complete items 10 through 14 only for AOCI related adjustments.






10 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)






11 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)






12 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)






13 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)






14 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)







If Item 1 is “0” for “No”, complete item 15 only for AOCI related adjustments.






15 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)






16 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)






17 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






18 Non-significant investments in the capital of unconsolidated financial institutions in the form of common stock that exceed the 10 percent threshold for non-significant investments






19 Subtotal (item 6 minus items 7 through 17)






20 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 (from the Exceptions Bucket Calc tab)






21 MSAs, net of associated DTLs, that exceed the 10 percent common equity tier 1 capital deduction threshold (from the Exceptions Bucket Calc tab)






22 DTAs arising from temporary differences that could not be realized through net operating loss carrybacks, net of related valuation allowances and net of DTLs, that exceed the 10 percent common equity tier 1 capital deduction threshold (from the Exceptions Bucket Calc tab)






23 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 (from the Exceptions Bucket Calc tab)






24 Deductions applied to common equity tier 1 capital due to insufficient amount of additional tier 1 capital and tier 2 capital to cover deductions






25 Total adjustments and deductions for common equity tier 1 capital (sum of items 20 through 24)
26 Common equity tier 1 capital (item 19 minus item 25)










Additional tier 1 capital






27 Additional tier 1 capital instruments plus related surplus






28 Tier 1 minority interest not included in common equity tier 1 capital






29 Additional tier 1 capital before deductions (sum of items 27 through 28)






30 Additional tier 1 capital deductions






31 Additional tier 1 capital (greater of item 29 minus item 30 or zero)
















Tier 1 capital






32 Tier 1 capital (sum of items 26 and 31)
















Periodic changes in common stock






33 Common stock and related surplus (net of treasury stock, common stock of prior period plus item 34 minus item 35)






34 Issuance of common stock (including conversion to common stock)






35 Repurchases of common stock







Periodic changes in retained earnings






36 Net income (loss) attributable to bank






37 Cash dividends declared on preferred stock






38 Cash dividends declared on common stock






39 Previously issued tier 1 capital instruments (excluding minority interest) that would no longer qualify (please report 100% value)






40 Previously issued tier 1 minority interest that would no longer qualify (please report 100% value)
















Data Validation Check (The following cells provide checks for consistency of the projected schedules)






41 Does line 33, "Common stock and related surplus" = Line 2, "Common stock and related surplus"? No No No No No No No










Data Completeness Check






42 If "No", please complete all non-shaded cells until all cells to the right say "Yes." Do not leave cells blank; enter "0" if not applicable. No No No No No No No





















39 38 38 38 38 38 38


1











































1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1




















1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1











1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1











1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1




















1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1




















1 1 1 1 1 1 1




















1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1











1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1

Sheet 4: Exceptions Bucket Calc

DFAST-14A -Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario)








"Exceptions Bucket" Calculator







B C D E F G H I


Actual in


$Millions Projected in $Millions


as of date PY 1 PY 2 PY 3 PY 4 PY 5 PY 6

Significant investments in the capital of unconsolidated financial institutions in the form of common stock






1 Gross significant investments in the capital of unconsolidated financial institutions in the form of common stock






2 Permitted offsetting short positions in relation to the specific gross holdings included above






3 Significant investments in the capital of unconsolidated financial institutions in the form of common stock net of short positions (greater of item 1 minus 2 or zero)






4 10 percent common equity tier 1 deduction threshold (10 percent of item 19 in the Capital Composition tab)






5 Amount to be deducted from common equity tier 1 due to 10 percent deduction threshold (greater of item 3 minus 10 percent of item 4 or zero)
















Mortgage servicing assets






6 Total mortgage servicing assets classified as intangible






7 Associated deferred tax liabilities which would be extinguished if the intangible becomes impaired or derecognized under the relevant accounting standards






8 Mortgage servicing assets net of related deferred tax liabilities (item 6 minus item 7)






9 10 percent common equity tier 1 deduction threshold (10 percent of item 19 in the Capital Composition tab)






10 Amount to be deducted from common equity tier 1 due to 10 percent deduction threshold (greater of item 8 minus 10 percent of item 9 or zero)
















Deferred tax assets due to temporary differences






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






12 10 percent common equity tier 1 deduction threshold (10 percent of item 19 in the Capital Composition tab)






13 Amount to be deducted from common equity tier 1 due to 10 percent deduction threshold (greater of item 11 minus 10 percent of item 12 or zero)
















Aggregate of items subject To the 15% limit (significant investments, mortgage servicing assets and deferred tax assets arising from temporary differences)






14 Sum of items 3, 8, and 11






15 15 percent common equity tier 1 deduction threshold (15 percent of item 19 in the Capital Composition tab)






16 Sum of items 5, 10, and 13






17 Item 14 minus item 16






18 Amount to be deducted from common equity tier 1 due to 15 percent deduction threshold (greater of item 17 minus item 15 or zero)










Data Completeness Check






19 If "No", please complete all non-shaded cells until all cells to the right say "Yes." Do not leave cells blank; enter "0" if not applicable. No No No No No No No





















18 18 18 18 18 18 18










Line 8-12 1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1



















Line 15-19 1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1



















Line 22-24 1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1



















Line 27-31 1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1

Sheet 5: RWA_Advanced

DFAST-14A - Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario)







Risk-weighted Assets-Advanced1, 2







B C D E F G H I


Actual in


$Millions Projected in $Millions


as of date PY 1 PY 2 PY 3 PY 4 PY 5 PY 6

Credit Risk (Including counterparty credit risk and non-trading credit risk), with 1.06 scaling factor - Applicable to Advanced Approaches Banking Organizations






1 Corporate
2 Counterparty Credit Risk Exposures (not including CVA charges or charges to CCPs)






3 Other Exposures






4 Sovereign
5 Counterparty Credit Risk Exposures (not including CVA charges or charges to CCPs)






6 Other Exposures






7 Bank
8 Counterparty Credit Risk Exposures (not including CVA charges or charges to CCPs)






9 Other Exposures






10 Retail
11 Counterparty Credit Risk Exposures (not including CVA charges or charges to CCPs)






12 Other Exposures






13 Equity






14 Securitization






15 Trading Book Counterparty Credit Risk Exposures (if not included in above)






16 CVA Capital Charge (Risk-Weighted Asset Equivalent)
17 Advanced CVA Approach
18 Unstressed VaR with Multipliers






19 Stressed VaR with Multipliers






20 Simple CVA Approach






21 Other Credit Risk






22 Total Credit RWA
















Market Risk






23 Standardized Specific Risk (excluding securitization and correlation)






24 VaR with Multiplier






25 Stressed VaR with Multiplier






26 Incremental Risk Charge (IRC)






27 Correlation Trading






28 Comprehensive Risk Measurement (CRM), Before Application of Surcharge






29 Standardized Measurement Method (100%) for Exposures Subject to CRM
30 CRM Floor Based on 100% of Standardized - Net Long






31 CRM Floor Based on 100% of Standardized - Net Short






32 Non-modeled Securitization
33 Net Long






34 Net Short






35 Other Market Risk






36 Total Market RWA
















Other






37 Other Capital Requirements






38 Operational Risk















39 Total Risk-weighted Assets
















Data Completeness Check






40 If "No", please complete all non-shaded cells until all cells to the right say "Yes." Do not leave cells blank; enter "0" if not applicable. No No No No No No No



Footnotes:







1 Amounts calculated as capital requirements should be converted to risk-weighted assets by multiplying by 12.5.
2 Any assets deducted from capital should not be included in risk-weighted assets.













27 27 27 27 27 27 27




















1 1 1 1 1 1 1


1 1 1 1 1 1 1











1 1 1 1 1 1 1


1 1 1 1 1 1 1











1 1 1 1 1 1 1


1 1 1 1 1 1 1











1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1




















1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1





























1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1











1 1 1 1 1 1 1











1 1 1 1 1 1 1


1 1 1 1 1 1 1











1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1





























1 1 1 1 1 1 1


1 1 1 1 1 1 1

Sheet 6: RWA_General

DFAST-14A - Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario)

Risk-weighted Assets-General1, 2







B C D E F G H I


Actual in


$Millions Projected in $Millions


as of date PY 1 PY 2 PY 3 PY 4 PY 5 PY 6

Credit Risk per Standardized Approach (Revised regulatory capital rule, July 2013)






1 Cash items in the process of collection






2 Exposures conditionally guaranteed by the U.S. government, its central bank, or U.S. government agency






3 Claims on government-sponsored entities






4 Claims on U.S. depository institutions and NCUA-insured credit unions






5 Revenue bonds issued by state and local governments in the U.S., and general obligation claims on and claims guaranteed by the full faith and credit of state and local governments (and any other PSE) in the U.S.






6 Claims on and exposures guaranteed by foreign governments and their central banks






7 Claims on and exposures guaranteed by foreign banks






8 Claims on and exposures guaranteed by foreign PSEs






9 Multifamily mortgage loans and presold residential construction loans






10 Residential mortgage loans subject to 50% risk-weight






11 Other residential mortgage loans






12 Past due exposures






13 High-volatility commercial real estate loans






14 Commercial loans/Corporate exposures






15 Consumer loans and credit cards






16 Other revised regulatory capital rule risk-weight items






17 Off-balance sheet commitments with an original maturity of one year or less that are not unconditionally cancelable






18 Off-balance sheet commitments with an original maturity of more than one year that are not unconditionally cancelable






19 Other off-balance sheet exposures






20 Over-the-counter derivative contracts






21 Securitization exposures






22 Equity exposures






23 Other credit risk






24 Total Credit RWA per Standardized Approach
















Market Risk






25 Standardized Specific Risk (excluding securitization and correlation)






26 VaR with Multiplier






27 Stressed VaR with Multiplier






28 Incremental Risk Charge (IRC)






29 Correlation Trading






30 Comprehensive Risk Measurement (CRM), Before Application of Surcharge






31 Standardized Measurement Method (100%) for Exposures Subject to CRM
32 CRM Floor Based on 100% of Standardized - Net Long






33 CRM Floor Based on 100% of Standardized - Net Short






34 Non-modeled Securitization
35 Net Long






36 Net Short






37 Other Market Risk






38 Total Market RWA
















Other






39 Other Capital Requirements















40 Total Risk-weighted Assets
















Data Completeness Check






41 If "No", please complete all non-shaded cells until all cells to the right say "Yes." Do not leave cells blank; enter "0" if not applicable. No No No No No No No



Footnotes:







1 Amounts calculated as capital requirements should be converted to risk-weighted assets by multiplying by 12.5.
2 Any assets deducted from capital should not be included in risk-weighted assets.













34 34 34 34 34 34 34











1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1





























1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1











1 1 1 1 1 1 1











1 1 1 1 1 1 1


1 1 1 1 1 1 1











1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1





























1 1 1 1 1 1 1

Sheet 7: Leverage Exposure

DFAST-14A - Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario)








Leverage Exposure (quarterly averages)







B C D E F G H I


Actual in


$Millions Projected in $Millions


as of date PY 1 PY 2 PY 3 PY 4 PY 5 PY 6










Leverage Exposure for Tier 1 Leverage Ratio (Applicable to All Banks)















1 Average Total Assets






2 Amounts Deducted from Common Equity Tier 1 Capital and Additional Tier 1 Capital






3 Other Deductions from (Additions to) Assets for Leverage Ratio Purposes















4 Total Assets for the Leverage Ratio

























Leverage Exposure for Supplementary Leverage Ratio (Applicable to Advanced Approaches Banks Only)















5 On-Balance Sheet Derivatives






6 Derivatives, Potential Future Exposure






7 On-Balance Sheet Repo-Style Transactions






8 Other On-Balance Sheet Items (Excluding Derivatives and Repo-Style Transactions)






9 Off-Balance Sheet Items (Excluding Derivatives and Repo-Style Transactions)






10 Of Which: Unconditionally Cancellable Commitments Eligible for 10% Credit Conversion Factor






11 Of Which: All Other






12 Amounts Deducted from Common Equity Tier 1 Capital and Additional Tier 1 Capital






13 Other Deductions from (Additions to) Leverage Exposure















14 Total Leverage Exposure for Supplementary Leverage Ratio
















Data Completeness Check






15 Total Assets for Tier 1 Leverage Ratio (applicable to all Banks): If "No", please complete all non-shaded cells until all cells to the right say "Yes." Do not leave cells blank; enter "0" if not applicable. No No No No No No No
16 Leverage Exposure for Supplementary Leverage Ratio (applicable to advanced approaches banking organizations): If "No", please complete all non-shaded cells until all cells to the right say "Yes." Do not leave cells blank; enter "0" if not applicable. No No No No No No No







































3 3 3 3 3 3 3











1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1











8 8 8 8 8 8 8











1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1











1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1

Sheet 8: Planned Actions

DFAST-14A - Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario)





















































Planned Actions






















































Projected in $ Millions







A B C D E F G H I J K L M N O P Q R S T U V W X Y Z AA AB AC AD AE AF AG AH AI AJ AK AL AM AN AO AP AQ AR AS AT AU AV AW AX AY AZ BA BB BC
Action # Description Action Type Exposure Type RWA Type PY 1 PY 2 PY 3 PY 4 PY 5 PY 6 Total Confirm detailed description of action provided in separate attachment
Common Equity Tier 1 Tier 1 RWA_General RWA_Advanced Total Assets for Leverage Ratio Total Leverage Exposure for Supplementary Leverage Ratio Balance Sheet Impact Common Equity Tier 1 Tier 1 RWA_General RWA_Advanced Total Assets for Leverage Ratio Total Leverage Exposure for Supplementary Leverage Ratio Balance Sheet Impact Common Equity Tier 1 Tier 1 RWA_General RWA_Advanced Total Assets for Leverage Ratio Total Leverage Exposure for Supplementary Leverage Ratio Balance Sheet Impact Common Equity Tier 1 Tier 1 RWA_General RWA_Advanced Total Assets for Leverage Ratio Total Leverage Exposure for Supplementary Leverage Ratio Balance Sheet Impact Common Equity Tier 1 Tier 1 RWA_General RWA_Advanced Total Assets for Leverage Ratio Total Leverage Exposure for Supplementary Leverage Ratio Balance Sheet Impact Common Equity Tier 1 Tier 1 RWA_General RWA_Advanced Total Assets for Leverage Ratio Total Leverage Exposure for Supplementary Leverage Ratio Balance Sheet Impact Common Equity Tier 1 Tier 1 RWA_General RWA_Advanced Total Assets for Leverage Ratio Total Leverage Exposure for Supplementary Leverage Ratio Balance Sheet Impact
1













































0 0 0 0 0 0 0
2













































0 0 0 0 0 0 0
3













































0 0 0 0 0 0 0
4













































0 0 0 0 0 0 0
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0 0 0 0 0 0 0
6













































0 0 0 0 0 0 0
7













































0 0 0 0 0 0 0
8













































0 0 0 0 0 0 0
9













































0 0 0 0 0 0 0
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0 0 0 0 0 0 0
11













































0 0 0 0 0 0 0
12













































0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
17













































0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
48













































0 0 0 0 0 0 0
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0 0 0 0 0 0 0
50













































0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
56













































0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
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0 0 0 0 0 0 0
60













































0 0 0 0 0 0 0
61













































0 0 0 0 0 0 0
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0 0 0 0 0 0 0
63













































0 0 0 0 0 0 0
64













































0 0 0 0 0 0 0
65













































0 0 0 0 0 0 0
66













































0 0 0 0 0 0 0
67













































0 0 0 0 0 0 0
68













































0 0 0 0 0 0 0
69













































0 0 0 0 0 0 0
70













































0 0 0 0 0 0 0
71













































0 0 0 0 0 0 0
72













































0 0 0 0 0 0 0
73













































0 0 0 0 0 0 0
74













































0 0 0 0 0 0 0
75













































0 0 0 0 0 0 0
76













































0 0 0 0 0 0 0
77













































0 0 0 0 0 0 0
78













































0 0 0 0 0 0 0
79













































0 0 0 0 0 0 0
80













































0 0 0 0 0 0 0
81













































0 0 0 0 0 0 0
82













































0 0 0 0 0 0 0
83













































0 0 0 0 0 0 0
84













































0 0 0 0 0 0 0
85













































0 0 0 0 0 0 0
86













































0 0 0 0 0 0 0
87













































0 0 0 0 0 0 0
88













































0 0 0 0 0 0 0
89













































0 0 0 0 0 0 0
90













































0 0 0 0 0 0 0
91













































0 0 0 0 0 0 0
92













































0 0 0 0 0 0 0
93













































0 0 0 0 0 0 0
94













































0 0 0 0 0 0 0
95













































0 0 0 0 0 0 0
96













































0 0 0 0 0 0 0
97













































0 0 0 0 0 0 0
98













































0 0 0 0 0 0 0
99













































0 0 0 0 0 0 0
100













































0 0 0 0 0 0 0



























































Total impact of planned actions 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0



























































Reported changes from prior period

















































File Typeapplication/vnd.openxmlformats-officedocument.spreadsheetml.sheet
File Modified0000-00-00
File Created0000-00-00

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