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 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
2025-10-09 I.A.1 987077.78 75 - 82 Days IG-2-Q
2025-10-09 I.A.1 46340.72 83 - 90 Days E-1-Q
2025-10-09 I.A.1 124562.18 83 - 90 Days E-2-Q
2025-10-09 I.A.1 771022.17 83 - 90 Days IG-1-Q
2025-10-09 I.A.1 869559.56 83 - 90 Days IG-2-Q
2025-10-09 I.A.1 87119.55 91 - 120 Days E-1-Q
2025-10-09 I.A.1 327546.82 91 - 120 Days E-2-Q
2025-10-09 I.A.1 1035344.47 91 - 120 Days IG-1-Q
2025-10-09 I.A.1 665000.23 91 - 120 Days IG-2-Q
2025-10-09 I.A.1 132186.25 121 - 150 Days E-1-Q
2025-10-09 I.A.1 703689.24 121 - 150 Days E-2-Q
2025-10-09 I.A.1 862886.67 121 - 150 Days IG-1-Q
2025-10-09 I.A.1 398539.55 121 - 150 Days IG-2-Q
2025-10-09 I.A.1 232779.44 151 - 179 Days E-1-Q
2025-10-09 I.A.1 1442022.82 151 - 179 Days E-2-Q
2025-10-09 I.A.1 482173.54 151 - 179 Days IG-1-Q
2025-10-09 I.A.1 433619.69 151 - 179 Days IG-2-Q