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 1209076.00 Day 25 E-2-Q
2025-10-09 I.A.1 6734.47 Day 25 IG-1-Q
2025-10-09 I.A.1 99071.37 Day 25 IG-2-Q
2025-10-09 I.A.1 223678.89 Day 26 E-1-Q
2025-10-09 I.A.1 715021.29 Day 26 E-2-Q
2025-10-09 I.A.1 557953.61 Day 26 IG-1-Q
2025-10-09 I.A.1 380988.02 Day 26 IG-2-Q
2025-10-09 I.A.1 1089488.23 Day 27 E-1-Q
2025-10-09 I.A.1 683922.23 Day 27 E-2-Q
2025-10-09 I.A.1 517651.51 Day 27 IG-1-Q
2025-10-09 I.A.1 1384759.53 Day 27 IG-2-Q
2025-10-09 I.A.1 409541.71 Day 28 E-1-Q
2025-10-09 I.A.1 722599.74 Day 28 E-2-Q
2025-10-09 I.A.1 971623.29 Day 28 IG-1-Q
2025-10-09 I.A.1 1193272.35 Day 28 IG-2-Q
2025-10-09 I.A.1 243454.65 Day 29 E-1-Q
2025-10-09 I.A.1 342289.20 Day 29 E-2-Q
2025-10-09 I.A.1 1305632.99 Day 29 IG-1-Q
2025-10-09 I.A.1 692027.30 Day 29 IG-2-Q
2025-10-09 I.A.1 79027.86 Day 30 E-1-Q
2025-10-09 I.A.1 764101.92 Day 30 E-2-Q
2025-10-09 I.A.1 430470.33 Day 30 IG-1-Q
2025-10-09 I.A.1 1410542.34 Day 30 IG-2-Q
2025-10-09 I.A.1 1524993.04 Day 31 E-1-Q
2025-10-09 I.A.1 356479.89 Day 31 E-2-Q