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 1467520.45 Day 31 IG-1-Q
2025-10-09 I.A.1 627261.72 Day 31 IG-2-Q
2025-10-09 I.A.1 1456294.80 Day 32 E-1-Q
2025-10-09 I.A.1 379420.82 Day 32 E-2-Q
2025-10-09 I.A.1 606453.54 Day 32 IG-1-Q
2025-10-09 I.A.1 1443221.84 Day 32 IG-2-Q
2025-10-09 I.A.1 192743.97 Day 33 E-1-Q
2025-10-09 I.A.1 776871.12 Day 33 E-2-Q
2025-10-09 I.A.1 288834.45 Day 33 IG-1-Q
2025-10-09 I.A.1 1284578.53 Day 33 IG-2-Q
2025-10-09 I.A.1 869312.97 Day 34 E-1-Q
2025-10-09 I.A.1 438426.33 Day 34 E-2-Q
2025-10-09 I.A.1 682683.11 Day 34 IG-1-Q
2025-10-09 I.A.1 715755.14 Day 34 IG-2-Q
2025-10-09 I.A.1 1137190.81 Day 35 E-1-Q
2025-10-09 I.A.1 1022824.40 Day 35 E-2-Q
2025-10-09 I.A.1 1228766.77 Day 35 IG-1-Q
2025-10-09 I.A.1 730248.46 Day 35 IG-2-Q
2025-10-09 I.A.1 115958.77 Day 36 E-1-Q
2025-10-09 I.A.1 1430132.27 Day 36 E-2-Q
2025-10-09 I.A.1 364150.69 Day 36 IG-1-Q
2025-10-09 I.A.1 991216.43 Day 36 IG-2-Q
2025-10-09 I.A.1 269486.21 Day 37 E-1-Q
2025-10-09 I.A.1 695037.24 Day 37 E-2-Q
2025-10-09 I.A.1 476174.05 Day 37 IG-1-Q