FDIC DFAST 14A Reg Regulatory Capital Transitions Template

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Overview

CoverSheet
Annual_Instructions
Capital Composition
Exceptions Bucket Calc
Advanced RWA
Standardized RWA
Leverage Exposure
Planned Actions

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Sheet 1: CoverSheet

DFAST 14A: Regulatory Capital Transitions Cover Sheet

Institution Name:

CERT:

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 Regulatory Capital Transitions section of the "Instructions for the Capital Assessments and Stress Testing information collection" when completing this schedule.

Supervisory Baseline

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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 Regulatory Capital Transitions section of the "Instructions for the Capital Assessments and Stress Testing information collection."

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.

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Sheet 3: Capital Composition

DFAST 14A - Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario)
		Actual in $Millions
			Projected in $Millions
	Capital Composition	as of date	PY 1	PY 2	PY 3	PY 4	PY 5	PY 6
1	AOCI opt-out election? (enter "1" for Yes; enter "0" for No)
Common equity tier 1 capital
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 18)	-	-	-	-	-	-	-
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)	-	-	-	-	-	-	-
Other (reflect all items on a year-to-date basis)
33	Issuance of common stock (including conversion to common stock)
34	Repurchases of common stock
35	Net income (loss) attributable to bank holding company
36	Cash dividends declared on preferred stock
37	Cash dividends declared on common stock
38	Previously issued tier 1 capital instruments (excluding minority interest) that would no longer qualify (please report 100% value)
39	Previously issued tier 1 minority interest that would no longer qualify (please report 100% value)
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

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Sheet 4: Exceptions Bucket Calc

DFAST 14A - Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario)
		Actual in $Millions
			Projected in $Millions
	"Exceptions Bucket" Calculator	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 (item 19 in the Capital Composition tab minus item 14, multiplied by 17.65 percent)	-	-	-	-	-	-	-
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

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Sheet 5: Advanced RWA

DFAST-14A - Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario)
		Actual in $Millions
			Projected in $Millions
	Risk-weighted Assets-Advanced1, 2	as of date	PY 1	PY 2	PY 3	PY 4	PY 5	PY 6
Advanced Approaches Credit Risk (Including CCR and non-trading credit risk), with 1.06 scaling factor where applicable
1	Credit RWA	-	-	-	-	-	-	-
2	Wholesale Exposures	-	-	-	-	-	-	-
3	Corporate
4	Bank
5	Sovereign
6	IPRE
7	HVCRE
8	Counterparty Credit Risk	-	-	-	-	-	-	-
9	Eligible margin loans, repostyle transactions and OTC derivatives with crossproduct netting—EAD adjustment method
10	Eligible margin loans, repostyle transactions and OTC derivatives with crossproduct netting—collateral reflected in LGD
11	Eligible margin loans, repostyle transactions—no cross-product netting—EAD adjustment method
12	Eligible margin loans, repostyle transactions—no cross-product netting—collateral reflected in LGD
13	OTC derivatives—no cross-product netting—EAD adjustment method
14	OTC derivatives—no crossproduct netting—collateral reflected in LGD
15	Retail Exposures	-	-	-	-	-	-	-
16	Residential mortgage— closed-end first lien exposures
17	Residential mortgage— closed-end junior lien exposures
18	Residential mortgage—revolving exposures
19	Qualifying revolving exposures
20	Other retail exposures
21	Securitization Exposures	-	-	-	-	-	-	-
22	Subject to supervisory formula approach (SFA)
23	Subject to simplified supervisory formula approach (SSFA)
24	Subject to 1,250% risk-weight
25	Cleared Transactions	-	-	-	-	-	-	-
26	Derivative contracts and netting sets to derivatives
27	Repo-style transactions
28	Default fund contributions
29	Equity Exposures
30	Other Assets
31	CVA Capital Charge (risk-weighted asset equivalent)	-	-	-	-	-	-	-
32	Advanced CVA Approach	-	-	-	-	-	-	-
33	Unstressed VaR with Multipliers
34	Stressed VaR with Multipliers
35	Simple CVA Approach
Advanced Approaches Operational Risk
36	Operational RWA
Market Risk
37	Market RWA	-	-	-	-	-	-	-
38	VaR with Multiplier
39	Stressed VaR with Multiplier
40	Incremental Risk Charge (IRC)
41	Correlation Trading	-	-	-	-	-	-	-
42	Comprehensive Risk Measurement (CRM), Before Application of Surcharge
43	Standardized Measurement Method (100%) for Exposures Subject to CRM	-	-	-	-	-	-	-
44	CRM Floor Based on 100% of Standardized - Net Long
45	CRM Floor Based on 100% of Standardized - Net Short
46	Non-modeled Securitization	-	-	-	-	-	-	-
47	Net Long
48	Net Short
49	Specific risk add-on (excluding securitization and correlation)	-	-	-	-	-	-	-
50	Sovereign debt positions
51	Government sponsored entity debt positions
52	Depository institution, foreign bank, and credit union debt positions
53	Public sector entity debt positions
54	Corporate debt positions
55	Equity
56	Other market risk
57	Assets subject to the general risk-based capital requirements
58	Other RWA
59	Excess eligible credit reserves not included in tier 2 capital
60	Total RWA	-	-	-	-	-	-	-
Data Completeness Check
61	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.

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Sheet 6: Standardized RWA

DFAST 14A - Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario)
		Actual in $Millions
			Projected in $Millions
	Risk-weighted Assets-Standardized1, 2	as of date	PY 1	PY 2	PY 3	PY 4	PY 5	PY 6
Standardized Approach Credit Risk
1	Credit RWA	-	-	-	-	-	-	-
2	Balance-Sheet Asset Categories RWA	-	-	-	-	-	-	-
3	Cash and balances due from depository institutions
4	Federal funds sold and securities purchased under agreements to resell
	Securities (excluding securitizations)
5	Held-to-maturity
6	Available-for-sale
	Loans and leases on held for sale
7	Residential Mortgage exposures
8	High Volatility Commercial Real Estate (HVCRE) exposures
9	Past due exposures
10	All other exposures
	Loans and leases, net of unearned income
11	Residential mortgage exposures
12	High Volatility Commercial Real Estate (HVCRE) exposures
13	Past due exposures
14	All other exposures
15	Trading assets (excluding securitizations that receive standardized charges)
16	All other assets
	Securitization exposures
17	Held-to-maturity
18	Available-for-sale
19	Trading assets that are securitization exposures that receive standardized charges
20	Derivatives and Off-Balance-Sheet Items RWA	-	-	-	-	-	-	-
21	Financial standby letters of credit
22	Performance standby letters of credit and transaction related contingent items
23	Commercial and similar letters of credit
24	Retained recourse on small business obligations sold with recourse
25	Repo-style transactions (excluding reverse repos)
26	All other off-balance sheet liabilities
	Unused commitments
27	Original maturity of one year or less, excluding ABCP conduits
28	Original maturity of one year or less to ABCP
29	Original maturity exceeding one year
30	Unconditionally cancelable commitments
31	Over-the-counter derivatives
32	Centrally cleared derivatives
Market Risk
33	Market RWA	-	-	-	-	-	-	-
34	VaR with Multiplier
35	Stressed VaR with Multiplier
36	Incremental Risk Charge (IRC)
37	Correlation Trading	-	-	-	-	-	-	-
38	Comprehensive Risk Measurement (CRM), Before Application of Surcharge
39	Standardized Measurement Method (100%) for Exposures Subject to CRM	-	-	-	-	-	-	-
40	CRM Floor Based on 100% of Standardized - Net Long
41	CRM Floor Based on 100% of Standardized - Net Short
42	Non-modeled Securitization	-	-	-	-	-	-	-
43	Net Long
44	Net Short
45	Specific risk add-on (excluding securitization and correlation)	-	-	-	-	-	-	-
46	Sovereign debt positions
47	Government sponsored entity debt positions
48	Depository institution, foreign bank, and credit union debt positions
49	Public sector entity debt positions
50	Corporate debt positions
51	Equity
52	Other market risk
53	Excess allowance for loan and lease losses
54	Allocated transfer risk reserve
55	Total RWA	-	-	-	-	-	-	-
Data Completeness Check
56	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.

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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
	Leverage Exposure for Tier 1 Leverage Ratio (Applicable to All Banks)	as of date	PY 1	PY 2	PY 3	PY 4	PY 5	PY 6
1	Average total consolidated assets
2	LESS: Deductions from common equity tier 1 capital and additional tier 1 capital (report as a positive value)
3	LESS: Other Deductions from (Additions to) Assets for Leverage Ratio Purposes (report as a positive value)
4	Total assets for the leverage ratio (items 1 less the sum of items 2 and items 3)
	Leverage Exposure for Supplementary Leverage Ratio (Applicable to Advanced Approaches Banks Only)
	On-balance sheet exposures
5	On-balance sheet assets (excluding on-balance sheet assets for repo-style transactions and derivative exposures, but including cash collateral received in derivative transactions)
6	LESS: Deductions from common equity tier 1 capital and additional tier 1 capital (report as a positive value)
7	Total on-balance sheet exposures (excluding on-balance sheet assets for repo-style transactions and derivative exposures, but including cash collateral received in derivative transactions) (items 5 less item 6)
	Derivative exposures
8	Replacement cost for derivative exposures (net of cash variation margin)
9	Add-on amounts for potential future exposure (PFE) for derivatives exposures
10	Gross-up for cash collateral posted if deducted from the on-balance sheet assets, except for cash variation margin
11	LESS: Deductions of receivable assets for cash variation margin posted in derivatives transactions, if included in on-balance sheet assets (report as a positive value)
12	LESS: Exempted CCP leg of client-cleared transactions (report as a positive value)
13	Effective notional principal amount of sold credit protection
14	LESS: Effective notional principal amount offsets and PFE adjustments for sold credit protection (report as a positive value)
15	Total derivative exposures (sum of items 8, 9, 10 and 13, minus items 11, 12, and 14)
	Repo-style transactions
16	On-balance sheet assets for repo-style transactions
17	LESS: Reduction of the gross value of receivables in reverse repurchase transactions by cash payables in repurchase transactions under netting agreements (report as a positive value)
18	Counterparty credit risk for all repo-style transactions
19	Exposure for repo-style transactions where a banking organization acts as an agent
20	Total exposures for repo-style transactions (sum of items 16, 18, and 19 minus item 17)
	Other off-balance sheet exposures
21	Off-balance sheet exposures at gross notional amounts
22	LESS: Adjustments for conversion to credit equivalent amounts (report as a positive value)
23	Off-balance sheet exposures (items 21 less items 22)
	Capital and total leverage exposures
24	Total leverage exposure (sum of items 7, 15, 20 and 23)
	Data Completeness Check
25	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
26	Total 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
		15	15	15	15	15	15	15
		1	1	1	1	1	1	1
		1	1	1	1	1	1	1
		1	1	1	1	1	1	1
		1	1	1	1	1	1	1
		1	1	1	1	1	1	1
		1	1	1	1	1	1	1
		1	1	1	1	1	1	1
		1	1	1	1	1	1	1
		1	1	1	1	1	1	1
		1	1	1	1	1	1	1
		1	1	1	1	1	1	1
		1	1	1	1	1	1	1
		1	1	1	1	1	1	1
		1	1	1	1	1	1	1
		1	1	1	1	1	1	1

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Sheet 8: Planned Actions

DFAST 14A - Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario)
Planned Actions					Projected in $ Millions
Action #	Description	Action Type	Exposure Type	RWA Type	PY 1							PY 2							PY 3							PY 4							PY 5							PY 6							Total							Name and page number of separate document where detailed description of action is provided
					Common Equity Tier 1	Tier 1	Standardized RWA	Advanced RWA	Total Assets for Leverage Ratio	Total Leverage Exposure for Supplementary Leverage Ratio	Balance Sheet Impact	Common Equity Tier 1	Tier 1	Standardized RWA	Advanced RWA	Total Assets for Leverage Ratio	Total Leverage Exposure for Supplementary Leverage Ratio	Balance Sheet Impact	Common Equity Tier 1	Tier 1	Standardized RWA	Advanced RWA	Total Assets for Leverage Ratio	Total Leverage Exposure for Supplementary Leverage Ratio	Balance Sheet Impact	Common Equity Tier 1	Tier 1	Standardized RWA	Advanced RWA	Total Assets for Leverage Ratio	Total Leverage Exposure for Supplementary Leverage Ratio	Balance Sheet Impact	Common Equity Tier 1	Tier 1	Standardized RWA	Advanced RWA	Total Assets for Leverage Ratio	Total Leverage Exposure for Supplementary Leverage Ratio	Balance Sheet Impact	Common Equity Tier 1	Tier 1	Standardized RWA	Advanced RWA	Total Assets for Leverage Ratio	Total Leverage Exposure for Supplementary Leverage Ratio	Balance Sheet Impact	Common Equity Tier 1	Tier 1	Standardized RWA	Advanced RWA	Total Assets for Leverage Ratio	Total Leverage Exposure for Supplementary Leverage Ratio	Balance Sheet Impact
1																																															-	-	-	-	-	-	-
2																																															-	-	-	-	-	-	-
3																																															-	-	-	-	-	-	-
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63																																															-	-	-	-	-	-	-
64																																															-	-	-	-	-	-	-
65																																															-	-	-	-	-	-	-
66																																															-	-	-	-	-	-	-
67																																															-	-	-	-	-	-	-
68																																															-	-	-	-	-	-	-
69																																															-	-	-	-	-	-	-
70																																															-	-	-	-	-	-	-
71																																															-	-	-	-	-	-	-
72																																															-	-	-	-	-	-	-
73																																															-	-	-	-	-	-	-
74																																															-	-	-	-	-	-	-
75																																															-	-	-	-	-	-	-
76																																															-	-	-	-	-	-	-
77																																															-	-	-	-	-	-	-
78																																															-	-	-	-	-	-	-
79																																															-	-	-	-	-	-	-
80																																															-	-	-	-	-	-	-
81																																															-	-	-	-	-	-	-
82																																															-	-	-	-	-	-	-
83																																															-	-	-	-	-	-	-
84																																															-	-	-	-	-	-	-
85																																															-	-	-	-	-	-	-
86																																															-	-	-	-	-	-	-
87																																															-	-	-	-	-	-	-
88																																															-	-	-	-	-	-	-
89																																															-	-	-	-	-	-	-
90																																															-	-	-	-	-	-	-
91																																															-	-	-	-	-	-	-
92																																															-	-	-	-	-	-	-
93																																															-	-	-	-	-	-	-
94																																															-	-	-	-	-	-	-
95																																															-	-	-	-	-	-	-
96																																															-	-	-	-	-	-	-
97																																															-	-	-	-	-	-	-
98																																															-	-	-	-	-	-	-
99																																															-	-	-	-	-	-	-
100																																															-	-	-	-	-	-	-
				Total impact of planned actions	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
				Reported changes from prior period	-	-	-	-				-	-	-	-				-	-	-	-				-	-	-	-				-	-	-	-				-	-	-	-