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 1146267.94 Day 37 IG-2-Q
2025-10-09 I.A.1 262553.29 Day 38 E-1-Q
2025-10-09 I.A.1 424247.42 Day 38 E-2-Q
2025-10-09 I.A.1 704267.22 Day 38 IG-1-Q
2025-10-09 I.A.1 988568.90 Day 38 IG-2-Q
2025-10-09 I.A.1 1042324.47 Day 39 E-1-Q
2025-10-09 I.A.1 495471.43 Day 39 E-2-Q
2025-10-09 I.A.1 1255532.61 Day 39 IG-1-Q
2025-10-09 I.A.1 1166437.38 Day 39 IG-2-Q
2025-10-09 I.A.1 663521.63 Day 40 E-1-Q
2025-10-09 I.A.1 1299262.13 Day 40 E-2-Q
2025-10-09 I.A.1 761969.79 Day 40 IG-1-Q
2025-10-09 I.A.1 1054910.39 Day 40 IG-2-Q
2025-10-09 I.A.1 985154.03 Day 41 E-1-Q
2025-10-09 I.A.1 511551.08 Day 41 E-2-Q
2025-10-09 I.A.1 661725.57 Day 41 IG-1-Q
2025-10-09 I.A.1 412908.99 Day 41 IG-2-Q
2025-10-09 I.A.1 658462.94 Day 42 E-1-Q
2025-10-09 I.A.1 1043008.64 Day 42 E-2-Q
2025-10-09 I.A.1 454428.00 Day 42 IG-1-Q
2025-10-09 I.A.1 737681.95 Day 42 IG-2-Q
2025-10-09 I.A.1 990484.29 Day 43 E-1-Q
2025-10-09 I.A.1 1127381.98 Day 43 E-2-Q
2025-10-09 I.A.1 1030992.28 Day 43 IG-1-Q
2025-10-09 I.A.1 290214.17 Day 43 IG-2-Q