Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Level 2B HQLA securities (50% RSF)

Report Date Product ID Sub Product Market Value Maturity Bucket Collateral Class Encumbrance Type
2025-10-09 I.A.1 1022104.70 Day 45 E-1-Q
2025-10-09 I.A.1 781883.11 Day 45 E-2-Q
2025-10-09 I.A.1 987706.23 Day 45 IG-1-Q
2025-10-09 I.A.1 28423.50 Day 45 IG-2-Q
2025-10-09 I.A.1 1290628.02 Day 46 E-1-Q
2025-10-09 I.A.1 1351748.52 Day 46 E-2-Q
2025-10-09 I.A.1 230356.41 Day 46 IG-1-Q
2025-10-09 I.A.1 328557.85 Day 46 IG-2-Q
2025-10-09 I.A.1 27314.43 Day 47 E-1-Q
2025-10-09 I.A.1 376483.97 Day 47 E-2-Q
2025-10-09 I.A.1 804820.56 Day 47 IG-1-Q
2025-10-09 I.A.1 406114.28 Day 47 IG-2-Q
2025-10-09 I.A.1 985511.74 Day 48 E-1-Q
2025-10-09 I.A.1 283024.50 Day 48 E-2-Q
2025-10-09 I.A.1 1000389.29 Day 48 IG-1-Q
2025-10-09 I.A.1 888301.29 Day 48 IG-2-Q
2025-10-09 I.A.1 761362.79 Day 49 E-1-Q
2025-10-09 I.A.1 207287.12 Day 49 E-2-Q
2025-10-09 I.A.1 1009903.53 Day 49 IG-1-Q
2025-10-09 I.A.1 202068.20 Day 49 IG-2-Q
2025-10-09 I.A.1 714426.27 Day 50 E-1-Q
2025-10-09 I.A.1 917439.96 Day 50 E-2-Q
2025-10-09 I.A.1 980713.11 Day 50 IG-1-Q
2025-10-09 I.A.1 870065.47 Day 50 IG-2-Q
2025-10-09 I.A.1 554515.25 Day 51 E-1-Q