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
2025-10-13 I.A.7 715402.10 61 - 67 Days E-1-Q
2025-10-13 I.A.7 600787.20 61 - 67 Days E-2-Q
2025-10-13 I.A.7 641063.75 61 - 67 Days IG-1-Q
2025-10-13 I.A.7 271047.64 61 - 67 Days IG-2-Q
2025-10-13 I.A.7 1052305.89 68 - 74 Days E-1-Q
2025-10-13 I.A.7 257504.17 68 - 74 Days E-2-Q
2025-10-13 I.A.7 452478.03 68 - 74 Days IG-1-Q
2025-10-13 I.A.7 1263655.83 68 - 74 Days IG-2-Q
2025-10-13 I.A.7 1417166.55 75 - 82 Days E-1-Q
2025-10-13 I.A.7 451508.33 75 - 82 Days E-2-Q
2025-10-13 I.A.7 1383008.80 75 - 82 Days IG-1-Q
2025-10-13 I.A.7 1472952.85 75 - 82 Days IG-2-Q
2025-10-13 I.A.7 1032981.85 83 - 90 Days E-1-Q
2025-10-13 I.A.7 938061.88 83 - 90 Days E-2-Q
2025-10-13 I.A.7 164310.26 83 - 90 Days IG-1-Q
2025-10-13 I.A.7 408654.76 83 - 90 Days IG-2-Q
2025-10-13 I.A.7 1451818.98 91 - 120 Days E-1-Q
2025-10-13 I.A.7 1345348.77 91 - 120 Days E-2-Q
2025-10-13 I.A.7 835768.36 91 - 120 Days IG-1-Q
2025-10-13 I.A.7 1064834.55 91 - 120 Days IG-2-Q
2025-10-13 I.A.7 172594.16 121 - 150 Days E-1-Q
2025-10-13 I.A.7 1544363.27 121 - 150 Days E-2-Q
2025-10-13 I.A.7 109247.05 121 - 150 Days IG-1-Q
2025-10-13 I.A.7 689248.58 121 - 150 Days IG-2-Q
2025-10-13 I.A.7 1322451.98 151 - 179 Days E-1-Q