Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Asset Group Asset Category Description
Non-HQLA Assets other E-10 All other non-US equity investments (including preferred shares, warrants and options)
Non-HQLA Assets other E-3 All other U.S.-listed common equity securities
Non-HQLA Assets other E-4 All other non-US U.S.-listed common equity securities
Non-HQLA Assets other E-5 ETFs listed on US exchanges
Non-HQLA Assets other E-6 ETFs listed on non-US exchanges
Non-HQLA Assets other E-7 US mutual fund shares
Non-HQLA Assets other E-8 Mutual fund shares
Non-HQLA Assets other E-9 All other US equity investments (including preferred shares, warrants and options)
Non-HQLA Assets other G-4 Debt, other than senior or preferred, issued by a U.S. GSE
Non-HQLA Assets other IG-3 Investment grade Vanilla ABS
Non-HQLA Assets other IG-4 Investment grade Structured ABS
Non-HQLA Assets other IG-5 Investment grade Private Label Pass-thru CMBs/RMBs
Non-HQLA Assets other IG-6 Investment grade Private Label Structured CMBs/RMBs
Non-HQLA Assets other IG-7 Investment grade covered bonds
Non-HQLA Assets other IG-8 Investment grade obligations of municipals/PSEs (excluding U.S. general obligations)
Non-HQLA Assets other L-1 GSE-eligible conforming residential mortgages
Non-HQLA Assets other L-10 All other loans, except loans guaranteed by U.S. government agencies
Non-HQLA Assets other L-11 Loans guaranteed by U.S. government agencies
Non-HQLA Assets other L-2 Other GSE-eligible loans
Non-HQLA Assets other L-3 Other 1-4 family residential mortgages
Non-HQLA Assets other L-4 Other multi family residential mortgages
Non-HQLA Assets other L-5 Home equity loans
Non-HQLA Assets other L-6 Credit card loans
Non-HQLA Assets other L-7 Auto loans and leases
Non-HQLA Assets other L-8 Commercial real estate loans