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.5 1972856104.00 Day 35 A-4-Q Unencumbered
2025-09-08 I.A.5 1760409448.00 68 - 74 Days A-1-Q Unencumbered
2025-09-08 I.A.5 1279059774.00 Day 22 S-2-Q Unencumbered
2025-09-08 I.A.7 727699259.00 Day 18 A-2-Q Pledged
2025-09-08 I.A.7 1555137577.00 Day 15 S-2-Q Pledged
2025-09-08 I.A.7 1382820712.00 >2 Yr <= 3 Yr A-0-Q Pledged
2025-09-08 I.A.7 1479151991.00 Day 45 A-4-Q Pledged
2025-09-08 I.A.7 1974741646.00 Day 20 S-3-Q Pledged
2025-09-08 I.A.7 1203038599.00 Day 34 A-5-Q Pledged
2025-09-08 I.A.7 1876285527.00 Day 8 A-0-Q Pledged
2025-09-08 I.A.7 1983531132.00 Day 41 A-0-Q Pledged
2025-09-08 I.A.7 133805765.00 Day 14 A-4-Q Pledged
2025-09-08 I.A.7 7232215.00 Day 28 A-0-Q Pledged
2025-09-08 I.A.7 1716018497.00 Day 23 A-3-Q Pledged
2025-09-08 I.A.7 665341089.00 68 - 74 Days A-2-Q Pledged
2025-09-08 I.A.7 1540228441.00 180 - 270 Days A-0-Q Pledged
2025-09-08 I.A.7 1554978174.00 Day 13 S-2-Q Pledged
2025-09-08 I.A.7 422951109.00 Day 57 CB-1-Q Pledged
2025-09-08 I.A.7 1561080622.00 Day 45 S-3-Q Pledged
2025-09-08 I.A.7 1706118658.00 Day 55 A-2-Q Pledged
2025-09-08 I.A.7 1860820355.00 Day 27 S-4-Q Pledged
2025-09-08 I.A.7 74529159.00 61 - 67 Days A-0-Q Pledged
2025-09-08 I.A.7 1541125236.00 Day 53 A-0-Q Pledged
2025-09-08 I.A.7 1283146228.00 Day 12 CB-1-Q Pledged
2025-09-08 I.A.7 1134045411.00 Day 43 CB-2-Q Pledged