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 1538215.45 Day 44 E-1-Q
2025-10-09 I.A.1 291730.15 Day 44 E-2-Q
2025-10-09 I.A.1 515252.84 Day 44 IG-1-Q
2025-10-09 I.A.1 50606.51 Day 44 IG-2-Q
2025-10-09 I.A.1 306892.08 Day 11 IG-1-Q
2025-10-09 I.A.1 1094689.86 Day 11 IG-2-Q
2025-10-09 I.A.1 631489.44 Day 12 E-1-Q
2025-10-09 I.A.1 544484.57 Day 12 E-2-Q
2025-10-09 I.A.1 1232596.58 Day 12 IG-1-Q
2025-10-09 I.A.1 1146144.84 Day 12 IG-2-Q
2025-10-09 I.A.1 1307686.69 Day 13 E-1-Q
2025-10-09 I.A.1 1252502.49 Day 13 E-2-Q
2025-10-09 I.A.1 1555038.04 Day 13 IG-1-Q
2025-10-09 I.A.1 290118.52 Day 13 IG-2-Q
2025-10-09 I.A.1 1094246.61 Day 14 E-1-Q
2025-10-09 I.A.1 1147015.72 Day 14 E-2-Q
2025-10-09 I.A.1 748611.58 Day 14 IG-1-Q
2025-10-09 I.A.1 567200.82 Day 14 IG-2-Q
2025-10-09 I.A.1 1422876.28 Day 15 E-1-Q
2025-10-09 I.A.1 1147450.75 Day 15 E-2-Q
2025-10-09 I.A.1 1119022.26 Day 15 IG-1-Q
2025-10-09 I.A.1 441182.60 Day 15 IG-2-Q
2025-10-09 I.A.1 245957.39 Day 16 E-1-Q
2025-10-09 I.A.1 346897.13 Day 16 E-2-Q
2025-10-09 I.A.1 1055199.18 Day 16 IG-1-Q