Risk Factors Update Summary
- Interest rate and spread volatility pose significant risks, impacting liquidity, costs, and risk management.
- The Fed's involvement in Agency RMBS market can significantly impact supply, prices, and returns.
- The Fed reduced Agency RMBS holdings by approximately $300 billion, affecting market dynamics.
- Changes in Fed's balance sheet reduction could negatively impact asset values and market liquidity.
- Increased market volatility due to Fed actions could reduce liquidity and affect total comprehensive income.
- Changes in FICC margin requirements may limit tri-party repo transactions, impacting financial position.
- Cybersecurity risks, including sophisticated threats, could disrupt operations and lead to financial losses.
Full Text Changes in Most Recent 10-K
Intended use: review the highlighted statements. These are additions to the risk factors disclosure in the most recent 10-K filing compared to the previous 10-K filing. Deleted and moved text is less important and is shown for context.
To view the full company filings, click on the following link to be taken to the SEC EDGAR database landing page for the company: https://www.sec.gov/edgar/browse/?CIK=1423689&owner=exclude
This content requires a 'Free' membership to view. Please create one here.
This content requires a 'Free' membership to view. Please create one here.