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.2 Federal Reserve Bank 3600627023.00 Day 57 S-3-Q Pledged
2025-09-08 I.A.2 European Central Bank 3909357552.00 Day 58 S-4-Q Pledged
2025-09-08 I.A.2 European Central Bank 4384325509.00 Day 38 S-4-Q Pledged
2025-09-08 I.A.2 Bank of Canada 1617532418.00 Day 28 CB-2-Q Pledged
2025-09-08 I.A.2 Reserve Bank of Australia 1598625908.00 Day 25 A-0-Q Pledged
2025-09-08 I.A.2 European Central Bank 2584837326.00 91 - 120 Days A-4-Q Pledged
2025-09-08 I.A.2 Swiss National Bank 3954193356.00 >= 1 Yr <= 2 Yr A-0-Q Pledged
2025-09-08 I.A.2 Other Central Bank 3855382373.00 Day 9 S-2-Q Pledged
2025-09-08 I.A.2 Bank of Canada 1233972073.00 Day 7 A-1-Q Pledged
2025-09-08 I.A.2 Bank of England 4969153161.00 Day 23 A-2-Q Pledged
2025-09-08 I.A.2 Bank of England 444258338.00 Day 18 CB-1-Q Pledged
2025-09-08 I.A.2 Other Central Bank 4280595970.00 Day 20 S-4-Q Pledged
2025-09-08 I.A.2 Federal Reserve Bank 2949328335.00 Day 3 S-3-Q Pledged
2025-09-08 I.A.2 Other Government Sponsored Entity 4313547483.00 Day 36 CB-1-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
2025-09-08 I.A.5 2213411817.00 Day 46 A-2-Q Unencumbered