About Securities Lending Collateral (Schedule DL – Parts 1 and 2)

You can use the Create Investment Disclosures panel to mark a security for inclusion on either of the DL schedules.

For Schedule DL1 purposes, Investment Disclosure designations are always made for the entire lot. A DL1 lot may not be split between different Investment Disclosure designations or only partially designated to the Schedule DL1. To enforce this behavior, on the Create Investment Disclosures panel, you cannot modify the Units value if you set the Investment Disclosure Type field to Collateral and set the Schedule Type field to Schedule DL1.

A lot assigned to Schedule DL2 may be partially allocated and not completely assigned to DL2. Lots designated as Schedule DL – Part 1 or Schedule DL – Part 2 appear on the corresponding Schedule DL based on the Start and End Date assigned.

To assign a lot to the Schedule DL Part 1 or Schedule DL Part 2:

1. Follow the procedure described in Create Investment Disclosure Data.
2. In the Create Investment Disclosures panel, select the Open Event ID of the lot to be designated.
3. Set the Investment Disclosure Type field to Collateral.
4. Select the Schedule Type value.
   Options include 
   - Schedule DL1
   - Schedule DL2
   - Schedule DB.
5. For Schedule DL – Part 1 lots, you must set the Start Date equal to the Original Acquisition Date of the lot.
   Because Schedule DL – Part 1 lots do not otherwise appear on the investment schedules, a lot that is designated a DL1 lot must have been so designated from inception, and must remain a DL1 lot for the entire time it is held or a variance will be created on the Verification Between Years.