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 54 82729.08 S-5-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 54 63280.06 S-6-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 54 79054.01 S-7-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 54 80305.54 E-1-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 54 27564.95 E-2-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 54 28048.46 IG-1-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 54 37904.22 IG-2-Q
2025-10-13 I.S.6 Non-Regulated Fund Day 54 86402.98 C-1
2025-10-13 I.S.6 Non-Regulated Fund Day 54 6436.36 CB-4
2025-10-13 I.S.6 Non-Regulated Fund Day 54 43476.47 E-10
2025-10-13 I.S.6 Non-Regulated Fund Day 54 14385.37 E-3
2025-10-13 I.S.6 Non-Regulated Fund Day 54 11919.62 E-4
2025-10-13 I.S.6 Non-Regulated Fund Day 54 64254.26 E-5
2025-10-13 I.S.6 Non-Regulated Fund Day 54 22642.48 E-6
2025-10-13 I.S.6 Non-Regulated Fund Day 54 904.30 E-7
2025-10-13 I.S.6 Non-Regulated Fund Day 54 2935.46 E-8
2025-10-13 I.S.6 Non-Regulated Fund Day 54 28306.78 E-9
2025-10-13 I.S.6 Non-Regulated Fund Day 54 19175.24 G-4
2025-10-13 I.S.6 Non-Regulated Fund Day 54 47651.98 IG-3
2025-10-13 I.S.6 Non-Regulated Fund Day 54 31534.05 IG-4
2025-10-13 I.S.6 Non-Regulated Fund Day 54 19741.83 IG-5
2025-10-13 I.S.6 Non-Regulated Fund Day 54 56117.47 IG-6
2025-10-13 I.S.6 Non-Regulated Fund Day 54 38196.77 IG-7
2025-10-13 I.S.6 Non-Regulated Fund Day 54 37971.89 IG-8
2025-10-13 I.S.6 Non-Regulated Fund Day 54 11470.01 L-1