Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Lending to financials secured by rehypothecatable non-level 1 HQLA collateral maturing in < 6 months (15% RSF)

Report Date Product ID Counterparty Maturity Bucket Maturity Amount Collateral Class
2025-10-13 I.S.6 Non-Regulated Fund Day 52 69544.29 A-4
2025-10-13 I.S.6 Non-Regulated Fund Day 52 30623.97 A-5
2025-10-13 I.S.6 Non-Regulated Fund Day 52 34900.58 CB-1
2025-10-13 I.S.6 Non-Regulated Fund Day 52 4762.75 CB-2
2025-10-13 I.S.6 Non-Regulated Fund Day 52 8456.31 CB-3
2025-10-13 I.S.6 Non-Regulated Fund Day 52 4586.21 E-1
2025-10-13 I.S.6 Non-Regulated Fund Day 52 71411.86 E-2
2025-10-13 I.S.6 Non-Regulated Fund Day 52 43826.44 G-1
2025-10-13 I.S.6 Non-Regulated Fund Day 52 51979.50 G-2
2025-10-13 I.S.6 Non-Regulated Fund Day 52 83198.12 G-3
2025-10-13 I.S.6 Non-Regulated Fund Day 52 68228.37 IG-1
2025-10-13 I.S.6 Non-Regulated Fund Day 52 58174.74 IG-2
2025-10-13 I.S.6 Non-Regulated Fund Day 52 48086.73 S-1
2025-10-13 I.S.6 Non-Regulated Fund Day 52 42386.77 S-2
2025-10-13 I.S.6 Non-Regulated Fund Day 52 31974.62 S-3
2025-10-13 I.S.6 Non-Regulated Fund Day 52 56195.73 S-4
2025-10-13 I.S.6 Non-Regulated Fund Day 52 63115.41 S-5
2025-10-13 I.S.6 Non-Regulated Fund Day 52 55739.48 S-6
2025-10-13 I.S.6 Non-Regulated Fund Day 52 56417.67 S-7
2025-10-13 I.S.6 Non-Regulated Fund Day 53 74476.43 CB-3-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 53 72921.84 G-1-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 53 66410.35 G-2-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 53 31902.70 G-3-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 53 78392.38 S-5-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 53 18925.16 S-6-Q