Level 2B HQLA securities (50% RSF)
| Report Date | Product ID | Sub Product | Market Value | Maturity Bucket | Collateral Class | Encumbrance Type |
|---|---|---|---|---|---|---|
| 2025-10-13 | I.A.5 | 846710.67 | Day 43 | E-1-Q | ||
| 2025-10-13 | I.A.5 | 177935.14 | Day 43 | E-2-Q | ||
| 2025-10-13 | I.A.5 | 136353.85 | Day 43 | IG-1-Q | ||
| 2025-10-13 | I.A.5 | 1120723.64 | Day 43 | IG-2-Q | ||
| 2025-10-13 | I.A.5 | 1139714.12 | Day 44 | E-1-Q | ||
| 2025-10-13 | I.A.5 | 467095.98 | Day 44 | E-2-Q | ||
| 2025-10-13 | I.A.5 | 711837.04 | Day 44 | IG-1-Q | ||
| 2025-10-13 | I.A.5 | 1224105.02 | Day 44 | IG-2-Q | ||
| 2025-10-13 | I.A.7 | 638197.33 | Open | E-1-Q | ||
| 2025-10-13 | I.A.7 | 291580.36 | >3 Yr <= 4 Yr | E-1-Q | ||
| 2025-10-13 | I.A.7 | 488967.07 | >3 Yr <= 4 Yr | E-2-Q | ||
| 2025-10-13 | I.A.7 | 334566.88 | >3 Yr <= 4 Yr | IG-1-Q | ||
| 2025-10-13 | I.A.7 | 78557.88 | >3 Yr <= 4 Yr | IG-2-Q | ||
| 2025-10-13 | I.A.7 | 753566.14 | >4 Yr <= 5 Yr | E-1-Q | ||
| 2025-10-13 | I.A.7 | 248544.16 | >4 Yr <= 5 Yr | E-2-Q | ||
| 2025-10-13 | I.A.7 | 327430.77 | >4 Yr <= 5 Yr | IG-1-Q | ||
| 2025-10-13 | I.A.7 | 198348.10 | >4 Yr <= 5 Yr | IG-2-Q | ||
| 2025-10-13 | I.A.7 | 563650.14 | >5 Yr | E-1-Q | ||
| 2025-10-13 | I.A.7 | 287083.89 | >5 Yr | E-2-Q | ||
| 2025-10-13 | I.A.7 | 636819.12 | >5 Yr | IG-1-Q | ||
| 2025-10-13 | I.A.7 | 405972.76 | >5 Yr | IG-2-Q | ||
| 2025-10-13 | I.A.7 | 6292.06 | Perpetual | E-1-Q | ||
| 2025-10-13 | I.A.7 | 121446.38 | Perpetual | E-2-Q | ||
| 2025-10-13 | I.A.7 | 79.60 | Perpetual | IG-1-Q | ||
| 2025-10-13 | I.A.7 | 241553.12 | Perpetual | IG-2-Q |