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 588424.09 151 - 179 Days E-2-Q
2025-10-13 I.A.7 213681.18 151 - 179 Days IG-1-Q
2025-10-13 I.A.7 531425.76 151 - 179 Days IG-2-Q
2025-10-13 I.A.7 1356190.74 180 - 270 Days E-1-Q
2025-10-13 I.A.7 1377520.96 180 - 270 Days E-2-Q
2025-10-13 I.A.7 1164680.95 180 - 270 Days IG-1-Q
2025-10-13 I.A.7 134883.80 180 - 270 Days IG-2-Q
2025-10-13 I.A.7 1485136.83 271 - 364 Days E-1-Q
2025-10-13 I.A.7 680674.04 271 - 364 Days E-2-Q
2025-10-13 I.A.7 1273117.88 271 - 364 Days IG-1-Q
2025-10-13 I.A.7 1305711.10 271 - 364 Days IG-2-Q
2025-10-13 I.A.7 1284355.38 >= 1 Yr <= 2 Yr E-1-Q
2025-10-13 I.A.7 942330.11 >= 1 Yr <= 2 Yr E-2-Q
2025-10-13 I.A.7 861148.78 >= 1 Yr <= 2 Yr IG-1-Q
2025-10-13 I.A.7 1339019.40 >= 1 Yr <= 2 Yr IG-2-Q
2025-10-13 I.A.7 1343115.82 >2 Yr <= 3 Yr E-1-Q
2025-10-13 I.A.7 924147.29 >2 Yr <= 3 Yr E-2-Q
2025-10-13 I.A.7 1216961.98 >2 Yr <= 3 Yr IG-1-Q
2025-10-13 I.A.7 541996.01 >2 Yr <= 3 Yr IG-2-Q
2025-10-13 I.A.7 375695.21 >3 Yr <= 4 Yr E-1-Q
2025-10-13 I.A.7 1531560.11 >3 Yr <= 4 Yr E-2-Q
2025-10-13 I.A.7 562096.05 >3 Yr <= 4 Yr IG-1-Q
2025-10-13 I.A.7 434158.93 >3 Yr <= 4 Yr IG-2-Q
2025-10-13 I.A.7 804724.94 >4 Yr <= 5 Yr E-1-Q
2025-10-13 I.A.7 381416.45 >4 Yr <= 5 Yr E-2-Q