Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Level 2A HQLA central bank securities (15% RSF)

Report Date Product ID Sub Product Market Value Maturity Bucket Collateral Class Encumbrance Type
2025-09-08 I.A.2 Federal Home Loan Bank 3384744193.00 271 - 364 Days CB-3-Q Pledged
2025-09-08 I.A.2 Federal Home Loan Bank 4506470009.00 271 - 364 Days CB-3-Q Pledged
2025-10-09 I.A.1 1530541.76 121 - 150 Days CB-3-Q
2025-10-09 I.A.1 198782.88 >= 1 Yr <= 2 Yr CB-3-Q
2025-10-09 I.A.1 94383.58 271 - 364 Days CB-3-Q
2025-10-09 I.A.1 138484.87 180 - 270 Days CB-3-Q
2025-10-09 I.A.1 265155.53 151 - 179 Days CB-3-Q
2025-10-09 I.A.1 17881.52 121 - 150 Days CB-3-Q
2025-10-09 I.A.1 498296.43 >5 Yr CB-3-Q
2025-10-09 I.A.1 720243.81 >4 Yr <= 5 Yr CB-3-Q
2025-10-09 I.A.1 717540.56 >3 Yr <= 4 Yr CB-3-Q
2025-10-09 I.A.1 268617.98 >2 Yr <= 3 Yr CB-3-Q
2025-10-09 I.A.1 676120.85 >= 1 Yr <= 2 Yr CB-3-Q
2025-10-09 I.A.1 153136.34 271 - 364 Days CB-3-Q
2025-10-09 I.A.1 701798.05 180 - 270 Days CB-3-Q
2025-10-09 I.A.1 676383.46 151 - 179 Days CB-3-Q
2025-10-09 I.A.1 130837.40 121 - 150 Days CB-3-Q
2025-10-09 I.A.1 767211.42 151 - 179 Days CB-3-Q
2025-10-09 I.A.1 987996.75 180 - 270 Days CB-3-Q
2025-10-09 I.A.1 165629.12 271 - 364 Days CB-3-Q
2025-10-09 I.A.1 963591.10 >= 1 Yr <= 2 Yr CB-3-Q
2025-10-09 I.A.1 1523130.38 >2 Yr <= 3 Yr CB-3-Q
2025-10-09 I.A.1 20017.44 >3 Yr <= 4 Yr CB-3-Q
2025-10-09 I.A.1 1267941.48 >4 Yr <= 5 Yr CB-3-Q
2025-10-09 I.A.1 1398945.00 >5 Yr CB-3-Q