Level 2B HQLA securities (50% RSF)
| Report Date | Product ID | Sub Product | Market Value | Maturity Bucket | Collateral Class | Encumbrance Type |
|---|---|---|---|---|---|---|
| 2025-09-08 | I.A.1 | 435688993.00 | Day 42 | IG-1-Q | Unencumbered | |
| 2025-09-08 | I.A.1 | 427666624.00 | Day 31 | IG-2-Q | Unencumbered | |
| 2025-09-08 | I.A.1 | 388758713.00 | Day 28 | E-2-Q | Unencumbered | |
| 2025-09-08 | I.A.1 | 176799694.00 | Day 27 | IG-1-Q | Unencumbered | |
| 2025-09-08 | I.A.1 | 365550413.00 | Day 13 | IG-1-Q | Unencumbered | |
| 2025-09-08 | I.A.1 | 690100149.00 | Day 20 | E-1-Q | Unencumbered | |
| 2025-09-08 | I.A.1 | 317492832.00 | >3 Yr <= 4 Yr | E-1-Q | Unencumbered | |
| 2025-09-08 | I.A.1 | 652151949.00 | Day 52 | E-1-Q | Unencumbered | |
| 2025-09-08 | I.A.1 | 727677248.00 | Day 19 | E-2-Q | Unencumbered | |
| 2025-09-08 | I.A.1 | 436284585.00 | Day 39 | IG-2-Q | Unencumbered | |
| 2025-09-08 | I.A.1 | 263027640.00 | 271 - 364 Days | IG-2-Q | Unencumbered | |
| 2025-09-08 | I.A.1 | 159190958.00 | Day 21 | IG-1-Q | Unencumbered | |
| 2025-09-08 | I.A.1 | 672823839.00 | 83 - 90 Days | E-2-Q | Unencumbered | |
| 2025-09-08 | I.A.1 | 185088962.00 | Day 32 | E-2-Q | Unencumbered | |
| 2025-09-08 | I.A.1 | 756831410.00 | Day 32 | IG-1-Q | Unencumbered | |
| 2025-09-08 | I.A.2 | Other Central Bank | 1067133326.00 | Day 58 | E-1-Q | Pledged |
| 2025-09-08 | I.A.2 | Bank of Japan | 3702258513.00 | Day 20 | IG-2-Q | Pledged |
| 2025-09-08 | I.A.2 | Swiss National Bank | 3731054838.00 | Day 5 | E-2-Q | Pledged |
| 2025-09-08 | I.A.2 | Bank of England | 817891739.00 | >5 Yr | E-2-Q | Pledged |
| 2025-09-08 | I.A.2 | Federal Reserve Bank | 763593346.00 | Day 1 | IG-1-Q | Pledged |
| 2025-09-08 | I.A.2 | Swiss National Bank | 555137931.00 | Day 1 | E-2-Q | Pledged |
| 2025-09-08 | I.A.2 | Federal Reserve Bank | 2981292997.00 | 61 - 67 Days | IG-1-Q | Pledged |
| 2025-09-08 | I.A.2 | Swiss National Bank | 2611483157.00 | Day 58 | IG-2-Q | Pledged |
| 2025-09-08 | I.A.2 | Swiss National Bank | 456802033.00 | Day 18 | E-1-Q | Pledged |
| 2025-09-08 | I.A.2 | Other Central Bank | 2163926382.00 | Day 16 | IG-2-Q | Pledged |