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 504535.26 Day 7 IG-1-Q
2025-10-09 I.A.1 754478.68 Day 7 IG-2-Q
2025-10-09 I.A.1 414800.66 Day 8 E-1-Q
2025-10-09 I.A.1 1191904.71 Day 8 E-2-Q
2025-10-09 I.A.1 68987.15 Day 8 IG-1-Q
2025-10-09 I.A.1 1422034.69 Day 8 IG-2-Q
2025-10-09 I.A.1 937949.78 Day 9 E-1-Q
2025-10-09 I.A.1 774020.24 Day 9 E-2-Q
2025-10-09 I.A.1 733382.48 Day 9 IG-1-Q
2025-10-09 I.A.1 1463079.18 Day 9 IG-2-Q
2025-10-09 I.A.1 1031133.45 Day 10 E-1-Q
2025-10-09 I.A.1 41320.81 Day 10 E-2-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
2025-10-09 I.A.1 1511695.56 Day 23 E-1-Q
2025-10-09 I.A.1 702160.73 Day 23 E-2-Q
2025-10-09 I.A.1 397635.35 Day 23 IG-1-Q
2025-10-09 I.A.1 409543.71 Day 23 IG-2-Q
2025-10-09 I.A.1 838280.61 Day 24 E-1-Q
2025-10-09 I.A.1 463398.72 Day 24 E-2-Q
2025-10-09 I.A.1 1291509.76 Day 24 IG-1-Q
2025-10-09 I.A.1 261631.48 Day 24 IG-2-Q
2025-10-09 I.A.1 483989.76 Day 25 E-1-Q