Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Other level 1 HQLA securities (0% RSF)

Report Date Product ID Sub Product Market Value Maturity Bucket Collateral Class Encumbrance Type
2025-09-08 I.A.1 20878996.00 Day 26 S-4-Q Unencumbered
2025-09-08 I.A.1 405852924.00 Day 51 A-5-Q Unencumbered
2025-09-08 I.A.1 915675220.00 Day 7 CB-1-Q Unencumbered
2025-09-08 I.A.1 480383489.00 83 - 90 Days S-3-Q Unencumbered
2025-09-08 I.A.1 385759766.00 Day 48 A-0-Q Unencumbered
2025-09-08 I.A.1 664685896.00 Day 20 A-3-Q Unencumbered
2025-09-08 I.A.1 138048490.00 Day 5 S-3-Q Unencumbered
2025-09-08 I.A.1 127172416.00 Day 47 A-2-Q Unencumbered
2025-09-08 I.A.1 115850732.00 Day 43 S-4-Q Unencumbered
2025-09-08 I.A.1 317257433.00 Day 38 A-5-Q Unencumbered
2025-09-08 I.A.1 148824802.00 91 - 120 Days A-3-Q Unencumbered
2025-09-08 I.A.1 903621264.00 >3 Yr <= 4 Yr CB-2-Q Unencumbered
2025-09-08 I.A.1 680157726.00 Day 16 A-4-Q Unencumbered
2025-09-08 I.A.1 713136805.00 Day 3 A-5-Q Unencumbered
2025-09-08 I.A.2 Bank of Canada 1783475581.00 121 - 150 Days A-4-Q Pledged
2025-09-08 I.A.2 Bank of Canada 2323237257.00 Open S-3-Q Pledged
2025-09-08 I.A.2 Bank of England 4745705814.00 75 - 82 Days A-1-Q Pledged
2025-09-08 I.A.2 European Central Bank 296481634.00 Day 9 A-4-Q Pledged
2025-09-08 I.A.2 Federal Home Loan Bank 1811631968.00 Day 17 CB-2-Q Pledged
2025-09-08 I.A.2 Other Government Sponsored Entity 1682460380.00 Day 28 A-3-Q Pledged
2025-09-08 I.A.2 Other Central Bank 4462772023.00 Day 41 A-1-Q Pledged
2025-09-08 I.A.2 Bank of Canada 4147907169.00 Day 22 A-0-Q Pledged
2025-09-08 I.A.2 Other Government Sponsored Entity 4382271429.00 Day 25 CB-1-Q Pledged
2025-09-08 I.A.2 Bank of Japan 1209232617.00 121 - 150 Days S-4-Q Pledged
2025-09-08 I.A.2 Federal Home Loan Bank 4095304324.00 151 - 179 Days A-4-Q Pledged