Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Other secured retail loans with > 20% risk weight maturing in ≥ 1 year (85% RSF)

Report Date Product ID Counterparty Maturity Bucket Maturity Amount Collateral Class
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 26516.92 G-2-Q
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 1157.69 G-3-Q
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 7223.13 S-5-Q
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 9555.32 S-6-Q
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 7892.12 S-7-Q
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 15488.22 E-1-Q
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 27546.50 E-2-Q
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 20930.81 IG-1-Q
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 12043.42 IG-2-Q
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 18581.17 C-1
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 20495.75 CB-4
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 18497.40 E-10
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 14635.41 E-3
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 20346.30 E-4
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 32701.69 E-5
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 17388.13 E-6
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 3487.92 E-7
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 30343.51 E-8
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 3439.22 E-9
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 31310.09 G-4
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 16800.04 IG-3
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 1470.74 IG-4
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 15508.54 IG-5
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 10671.78 IG-6
2025-10-09 I.S.8 Retail >3 Yr <= 4 Yr 33475.50 IG-7