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 1439310.01 Day 57 IG-1-Q
2025-10-09 I.A.1 467585.60 Day 57 IG-2-Q
2025-10-09 I.A.1 157421.49 Day 58 E-1-Q
2025-10-09 I.A.1 845318.29 Day 58 E-2-Q
2025-10-09 I.A.1 932102.02 Day 58 IG-1-Q
2025-10-09 I.A.1 105454.17 Day 58 IG-2-Q
2025-10-09 I.A.1 1273938.45 Day 59 E-1-Q
2025-10-09 I.A.1 1068993.75 Day 59 E-2-Q
2025-10-09 I.A.1 288769.94 Day 59 IG-1-Q
2025-10-09 I.A.1 1303755.57 Day 59 IG-2-Q
2025-10-09 I.A.1 130920.30 Day 60 E-1-Q
2025-10-09 I.A.1 326804.46 Day 60 E-2-Q
2025-10-09 I.A.1 529161.74 Day 60 IG-1-Q
2025-10-09 I.A.1 371928.50 Day 60 IG-2-Q
2025-10-09 I.A.1 1318316.25 61 - 67 Days E-1-Q
2025-10-09 I.A.1 1271767.98 61 - 67 Days E-2-Q
2025-10-09 I.A.1 1546086.98 61 - 67 Days IG-1-Q
2025-10-09 I.A.1 1344265.87 61 - 67 Days IG-2-Q
2025-10-09 I.A.1 934496.66 68 - 74 Days E-1-Q
2025-10-09 I.A.1 384050.32 68 - 74 Days E-2-Q
2025-10-09 I.A.1 522702.30 68 - 74 Days IG-1-Q
2025-10-09 I.A.1 201174.01 68 - 74 Days IG-2-Q
2025-10-09 I.A.1 913783.50 75 - 82 Days E-1-Q
2025-10-09 I.A.1 719360.06 75 - 82 Days E-2-Q
2025-10-09 I.A.1 802902.83 75 - 82 Days IG-1-Q