Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Other level 2A HQLA securities (15% RSF)

Report Date Product ID Sub Product Market Value Maturity Bucket Collateral Class Encumbrance Type
2025-09-08 I.A.2 Reserve Bank of Australia 1436927218.00 83 - 90 Days G-1-Q Pledged
2025-09-08 I.A.2 Bank of Canada 2141854463.00 Day 34 G-3-Q Pledged
2025-09-08 I.A.2 Swiss National Bank 4901859517.00 180 - 270 Days S-7-Q Pledged
2025-09-08 I.A.2 Federal Home Loan Bank 1858653387.00 Day 33 S-5-Q Pledged
2025-09-08 I.A.2 Bank of Japan 3738586821.00 Day 10 G-3-Q Pledged
2025-09-08 I.A.5 693448806.00 Day 51 G-2-Q Unencumbered
2025-09-08 I.A.5 1128874633.00 Day 36 S-7-Q Unencumbered
2025-09-08 I.A.5 1614781471.00 Day 41 G-3-Q Unencumbered
2025-09-08 I.A.5 321914839.00 >3 Yr <= 4 Yr S-5-Q Unencumbered
2025-09-08 I.A.5 1654087722.00 Day 23 S-7-Q Unencumbered
2025-09-08 I.A.5 426860165.00 Day 14 S-7-Q Unencumbered
2025-09-08 I.A.5 2703200922.00 Day 28 G-2-Q Unencumbered
2025-09-08 I.A.5 657031415.00 Day 25 G-1-Q Unencumbered
2025-09-08 I.A.5 2868403963.00 Day 11 G-1-Q Unencumbered
2025-09-08 I.A.7 123174005.00 Day 49 G-2-Q Pledged
2025-09-08 I.A.7 1756716104.00 Day 21 G-1-Q Pledged
2025-09-08 I.A.7 152798209.00 Day 58 S-5-Q Pledged
2025-09-08 I.A.7 148009120.00 Day 35 S-7-Q Pledged
2025-09-08 I.A.7 1333760317.00 Day 14 G-3-Q Pledged
2025-09-08 I.A.7 1905287786.00 Perpetual G-3-Q Pledged
2025-09-08 I.A.7 1602175524.00 Day 57 S-7-Q Pledged
2025-09-08 I.A.7 831193623.00 Day 23 S-5-Q Pledged
2025-09-08 I.A.7 788723419.00 Day 13 S-5-Q Pledged
2025-09-08 I.A.7 9901768.00 Day 54 G-2-Q Pledged
2025-09-08 I.A.7 939790866.00 Day 6 G-2-Q Pledged