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.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
2025-10-09 I.A.1 459285.29 Open G-1-Q
2025-10-09 I.A.1 840008.20 Day 9 G-2-Q
2025-10-09 I.A.1 1373226.09 Day 9 G-3-Q
2025-10-09 I.A.1 1104181.34 Day 9 S-5-Q
2025-10-09 I.A.1 50965.09 Day 9 S-6-Q
2025-10-09 I.A.1 1119372.32 Day 9 S-7-Q
2025-10-09 I.A.1 469870.41 Day 10 G-1-Q
2025-10-09 I.A.1 731120.18 Day 10 G-2-Q
2025-10-09 I.A.1 91235.83 Day 10 G-3-Q
2025-10-09 I.A.1 734441.37 Day 10 S-5-Q
2025-10-09 I.A.1 1014628.73 Day 10 S-6-Q
2025-10-09 I.A.1 1392749.12 Day 10 S-7-Q
2025-10-09 I.A.1 789247.55 Day 11 G-1-Q
2025-10-09 I.A.1 43648.93 Day 11 G-2-Q
2025-10-09 I.A.1 1328264.92 Day 11 G-3-Q
2025-10-09 I.A.1 1142262.24 Day 11 S-5-Q
2025-10-09 I.A.1 1177920.99 Day 11 S-6-Q
2025-10-09 I.A.1 364423.36 Day 11 S-7-Q