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 390998.20 Day 51 E-2-Q
2025-10-09 I.A.1 1424952.92 Day 51 IG-1-Q
2025-10-09 I.A.1 1140156.35 Day 51 IG-2-Q
2025-10-09 I.A.1 1060111.92 Day 52 E-1-Q
2025-10-09 I.A.1 1489390.68 Day 52 E-2-Q
2025-10-09 I.A.1 177935.73 Day 52 IG-1-Q
2025-10-09 I.A.1 1128835.39 Day 52 IG-2-Q
2025-10-09 I.A.1 907229.90 Day 53 E-1-Q
2025-10-09 I.A.1 260076.35 Day 53 E-2-Q
2025-10-09 I.A.1 632840.53 Day 53 IG-1-Q
2025-10-09 I.A.1 442690.17 Day 53 IG-2-Q
2025-10-09 I.A.1 393601.54 Day 54 E-1-Q
2025-10-09 I.A.1 391254.03 Day 54 E-2-Q
2025-10-09 I.A.1 700392.66 Day 54 IG-1-Q
2025-10-09 I.A.1 498168.42 Day 54 IG-2-Q
2025-10-09 I.A.1 381441.70 Day 55 E-1-Q
2025-10-09 I.A.1 1441510.91 Day 55 E-2-Q
2025-10-09 I.A.1 1405275.74 Day 55 IG-1-Q
2025-10-09 I.A.1 1251379.20 Day 55 IG-2-Q
2025-10-09 I.A.1 166360.47 Day 56 E-1-Q
2025-10-09 I.A.1 1330467.98 Day 56 E-2-Q
2025-10-09 I.A.1 1466439.64 Day 56 IG-1-Q
2025-10-09 I.A.1 89394.52 Day 56 IG-2-Q
2025-10-09 I.A.1 1057760.69 Day 57 E-1-Q
2025-10-09 I.A.1 489835.12 Day 57 E-2-Q