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 660829.03 Day 16 IG-2-Q
2025-10-09 I.A.1 775563.06 Day 17 E-1-Q
2025-10-09 I.A.1 884563.84 Day 17 E-2-Q
2025-10-09 I.A.1 589956.32 Day 17 IG-1-Q
2025-10-09 I.A.1 130318.53 Day 17 IG-2-Q
2025-10-09 I.A.1 1288924.44 Day 18 E-1-Q
2025-10-09 I.A.1 602411.97 Day 18 E-2-Q
2025-10-09 I.A.1 1380883.74 Day 18 IG-1-Q
2025-10-09 I.A.1 580100.43 Day 18 IG-2-Q
2025-10-09 I.A.1 374813.99 Day 19 E-1-Q
2025-10-09 I.A.1 1319628.60 Day 19 E-2-Q
2025-10-09 I.A.1 1174922.79 Day 19 IG-1-Q
2025-10-09 I.A.1 9253.78 Day 19 IG-2-Q
2025-10-09 I.A.1 36591.45 Day 20 E-1-Q
2025-10-09 I.A.1 1279336.73 Day 20 E-2-Q
2025-10-09 I.A.1 1291190.20 Day 20 IG-1-Q
2025-10-09 I.A.1 1469446.50 Day 20 IG-2-Q
2025-10-09 I.A.1 1242672.86 Day 21 E-1-Q
2025-10-09 I.A.1 1147880.57 Day 21 E-2-Q
2025-10-09 I.A.1 38749.09 Day 21 IG-1-Q
2025-10-09 I.A.1 119781.21 Day 21 IG-2-Q
2025-10-09 I.A.1 728150.03 Day 22 E-1-Q
2025-10-09 I.A.1 1036861.78 Day 22 E-2-Q
2025-10-09 I.A.1 665457.54 Day 22 IG-1-Q
2025-10-09 I.A.1 1156852.04 Day 22 IG-2-Q