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.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 |
| 2025-09-08 | I.A.5 | 1847470564.00 | Day 28 | IG-2-Q | Unencumbered | |
| 2025-09-08 | I.A.5 | 1155094211.00 | Day 16 | IG-1-Q | Unencumbered | |
| 2025-09-08 | I.A.5 | 2402839135.00 | Day 40 | IG-2-Q | Unencumbered | |
| 2025-09-08 | I.A.5 | 344219348.00 | Day 48 | E-2-Q | Unencumbered | |
| 2025-09-08 | I.A.5 | 648460569.00 | Day 48 | IG-2-Q | Unencumbered | |
| 2025-09-08 | I.A.7 | 536132382.00 | >2 Yr <= 3 Yr | E-2-Q | Pledged | |
| 2025-09-08 | I.A.7 | 1666314981.00 | >2 Yr <= 3 Yr | IG-2-Q | Pledged | |
| 2025-09-08 | I.A.7 | 1666512153.00 | Day 44 | E-1-Q | Pledged | |
| 2025-09-08 | I.A.7 | 270968797.00 | Day 37 | IG-2-Q | Pledged | |
| 2025-09-08 | I.A.7 | 436614049.00 | 180 - 270 Days | E-2-Q | Pledged | |
| 2025-09-08 | I.A.7 | 391384497.00 | Day 5 | E-1-Q | Pledged | |
| 2025-09-08 | I.A.7 | 738740158.00 | Day 55 | E-2-Q | Pledged | |
| 2025-09-08 | I.A.7 | 1579701561.00 | Day 2 | E-2-Q | Pledged | |
| 2025-09-08 | I.A.7 | 142460975.00 | Day 57 | E-2-Q | Pledged | |
| 2025-09-08 | I.A.7 | 484983091.00 | Day 3 | IG-2-Q | Pledged | |
| 2025-09-08 | I.A.7 | 423455543.00 | Open | E-2-Q | Pledged | |
| 2025-09-08 | I.A.7 | 25263275.00 | Day 59 | E-2-Q | Pledged | |
| 2025-09-08 | I.A.7 | 45478227.00 | Day 44 | IG-2-Q | Pledged | |
| 2025-10-09 | I.A.1 | 641643.03 | Open | E-1-Q | ||
| 2025-10-09 | I.A.1 | 196995.07 | Day 10 | IG-1-Q | ||
| 2025-10-09 | I.A.1 | 677175.08 | Day 10 | IG-2-Q | ||
| 2025-10-09 | I.A.1 | 395449.74 | Day 11 | E-1-Q | ||
| 2025-10-09 | I.A.1 | 71770.11 | Day 11 | E-2-Q |