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
2025-10-13 I.A.7 630740.66 271 - 364 Days G-1-Q
2025-10-13 I.A.7 1497503.45 271 - 364 Days G-2-Q
2025-10-13 I.A.7 340231.35 271 - 364 Days G-3-Q
2025-10-13 I.A.7 1503393.83 271 - 364 Days S-5-Q
2025-10-13 I.A.7 1277044.27 271 - 364 Days S-6-Q
2025-10-13 I.A.7 454056.19 271 - 364 Days S-7-Q
2025-10-13 I.A.7 589922.43 >= 1 Yr <= 2 Yr G-1-Q
2025-10-13 I.A.7 206047.66 >= 1 Yr <= 2 Yr G-2-Q
2025-10-13 I.A.7 681212.99 >= 1 Yr <= 2 Yr G-3-Q
2025-10-13 I.A.7 1485297.78 >= 1 Yr <= 2 Yr S-5-Q
2025-10-13 I.A.7 908483.32 >= 1 Yr <= 2 Yr S-6-Q
2025-10-13 I.A.7 1410651.32 >= 1 Yr <= 2 Yr S-7-Q
2025-10-13 I.A.7 814989.64 >2 Yr <= 3 Yr G-1-Q
2025-10-13 I.A.7 1315695.34 >2 Yr <= 3 Yr G-2-Q
2025-10-13 I.A.7 1283045.90 >2 Yr <= 3 Yr G-3-Q
2025-10-13 I.A.7 61442.82 >2 Yr <= 3 Yr S-5-Q
2025-10-13 I.A.7 642942.96 >2 Yr <= 3 Yr S-6-Q
2025-10-13 I.A.7 1434979.42 >2 Yr <= 3 Yr S-7-Q
2025-10-13 I.A.7 983864.44 >3 Yr <= 4 Yr G-1-Q
2025-10-13 I.A.7 84160.13 >3 Yr <= 4 Yr G-2-Q
2025-10-13 I.A.7 819095.26 >3 Yr <= 4 Yr G-3-Q
2025-10-13 I.A.7 1329898.31 >3 Yr <= 4 Yr S-5-Q
2025-10-13 I.A.7 735860.61 >3 Yr <= 4 Yr S-6-Q
2025-10-13 I.A.7 802188.22 >3 Yr <= 4 Yr S-7-Q
2025-10-13 I.A.7 1226748.56 >4 Yr <= 5 Yr G-1-Q