Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Level 1 HQLA central bank securities (0% RSF)

Report Date Product ID Sub Product Market Value Maturity Bucket Collateral Class Encumbrance Type
2025-10-13 I.A.3 1451464.33 >5 Yr CB-2-Q
2025-10-13 I.A.3 139861.57 >5 Yr CB-1-Q
2025-10-13 I.A.3 1407140.48 >4 Yr <= 5 Yr CB-2-Q
2025-10-13 I.A.3 1080260.90 >4 Yr <= 5 Yr CB-1-Q
2025-10-13 I.A.3 779599.55 >3 Yr <= 4 Yr CB-2-Q
2025-10-13 I.A.3 334844.83 >3 Yr <= 4 Yr CB-1-Q
2025-10-13 I.A.3 1357904.48 >2 Yr <= 3 Yr CB-2-Q
2025-10-13 I.A.3 995857.49 >2 Yr <= 3 Yr CB-1-Q
2025-10-13 I.A.3 1291408.60 >= 1 Yr <= 2 Yr CB-2-Q
2025-10-13 I.A.3 1538717.59 >= 1 Yr <= 2 Yr CB-1-Q
2025-10-13 I.A.3 107370.28 271 - 364 Days CB-2-Q
2025-10-13 I.A.3 253151.22 271 - 364 Days CB-1-Q
2025-10-13 I.A.3 716877.47 180 - 270 Days CB-2-Q
2025-10-13 I.A.3 838662.61 180 - 270 Days CB-1-Q
2025-10-13 I.A.3 1537802.91 151 - 179 Days CB-2-Q
2025-10-13 I.A.3 399900.81 151 - 179 Days CB-1-Q
2025-10-13 I.A.3 1363013.21 121 - 150 Days CB-2-Q
2025-10-13 I.A.4 1380654.17 121 - 150 Days CB-1-Q
2025-10-13 I.A.4 1088092.52 >2 Yr <= 3 Yr CB-2-Q
2025-10-13 I.A.4 1296840.77 >3 Yr <= 4 Yr CB-1-Q
2025-10-13 I.A.4 644086.58 >3 Yr <= 4 Yr CB-2-Q
2025-10-13 I.A.4 1061992.77 >4 Yr <= 5 Yr CB-1-Q
2025-10-13 I.A.4 1006827.38 >4 Yr <= 5 Yr CB-2-Q
2025-10-13 I.A.4 909258.61 >5 Yr CB-1-Q
2025-10-13 I.A.4 591224.70 >5 Yr CB-2-Q