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
2025-10-13 I.A.4 389591.52 >3 Yr <= 4 Yr CB-3-Q
2025-10-13 I.A.4 151930.87 >2 Yr <= 3 Yr CB-3-Q
2025-10-13 I.A.4 747190.04 >= 1 Yr <= 2 Yr CB-3-Q
2025-10-13 I.A.4 529647.43 271 - 364 Days CB-3-Q
2025-10-13 I.A.4 504067.55 180 - 270 Days CB-3-Q
2025-10-13 I.A.4 451208.73 151 - 179 Days CB-3-Q
2025-10-13 I.A.4 395463.94 121 - 150 Days CB-3-Q
2025-10-13 I.A.4 281063.49 151 - 179 Days CB-3-Q
2025-10-13 I.A.4 1128190.73 180 - 270 Days CB-3-Q
2025-10-13 I.A.4 907305.16 271 - 364 Days CB-3-Q
2025-10-13 I.A.4 1350354.85 >= 1 Yr <= 2 Yr CB-3-Q
2025-10-13 I.A.4 1207775.66 >2 Yr <= 3 Yr CB-3-Q
2025-10-13 I.A.4 1365890.51 >3 Yr <= 4 Yr CB-3-Q
2025-10-13 I.A.4 447158.59 >4 Yr <= 5 Yr CB-3-Q
2025-10-13 I.A.4 87029.81 >5 Yr CB-3-Q
2025-10-13 I.A.5 775699.31 121 - 150 Days CB-3-Q
2025-10-13 I.A.5 861573.51 121 - 150 Days CB-3-Q
2025-10-13 I.A.5 766188.28 151 - 179 Days CB-3-Q
2025-10-13 I.A.5 831555.23 180 - 270 Days CB-3-Q
2025-10-13 I.A.5 184918.48 271 - 364 Days CB-3-Q
2025-10-13 I.A.5 1501317.87 >= 1 Yr <= 2 Yr CB-3-Q
2025-10-13 I.A.5 1485162.45 >2 Yr <= 3 Yr CB-3-Q
2025-10-13 I.A.5 145097.26 >3 Yr <= 4 Yr CB-3-Q
2025-10-13 I.A.5 582077.29 >4 Yr <= 5 Yr CB-3-Q
2025-10-13 I.A.5 236347.04 >5 Yr CB-3-Q